Merge pull request #107 from balancer/nested-exit

Nested Exit

src/entities/index.ts

@@ -2,6 +2,7 @@ export * from './encoders';
 export * from './join';
 export * from './exit';
 export * from './nestedJoin';
+export * from './nestedExit';
 export * from './path';
 export * from './swap';
 export * from './slippage';

src/entities/nestedExit/doQueryNestedExit.ts

@@ -0,0 +1,42 @@
+import {
+    createPublicClient,
+    decodeAbiParameters,
+    decodeFunctionResult,
+    http,
+} from 'viem';
+import { Address, Hex } from '../../types';
+import { BALANCER_RELAYER, CHAINS } from '../../utils';
+import { balancerRelayerAbi } from '../../abi';
+
+export const doQueryNestedExit = async (
+    chainId: number,
+    rpcUrl: string,
+    accountAddress: Address,
+    encodedMulticall: Hex,
+    tokensOutLength: number,
+): Promise<bigint[]> => {
+    const client = createPublicClient({
+        transport: http(rpcUrl),
+        chain: CHAINS[chainId],
+    });
+
+    const { data } = await client.call({
+        account: accountAddress,
+        to: BALANCER_RELAYER[chainId],
+        data: encodedMulticall,
+    });
+
+    const result = decodeFunctionResult({
+        abi: balancerRelayerAbi,
+        functionName: 'vaultActionsQueryMulticall',
+        data: data as Hex,
+    });
+
+    const resultsToPeek = result.slice(result.length - tokensOutLength);
+
+    const peekedValues = resultsToPeek.map(
+        (r) => decodeAbiParameters([{ type: 'uint256' }], r)[0],
+    );
+
+    return peekedValues;
+};

src/entities/nestedExit/getNestedExitCalls.ts

@@ -0,0 +1,196 @@
+import { Token } from '../token';
+import { NestedExitInput, NestedExitCall } from './types';
+import { NestedPool, NestedPoolState } from '../types';
+import { TokenAmount } from '../tokenAmount';
+import { Address } from '../../types';
+
+export const getNestedExitCalls = (
+    {
+        bptAmountIn,
+        chainId,
+        accountAddress,
+        tokenOut,
+        useNativeAssetAsWrappedAmountOut = false,
+        toInternalBalance = false,
+    }: NestedExitInput,
+    { pools }: NestedPoolState,
+): { bptAmountIn: TokenAmount; calls: NestedExitCall[] } => {
+    const isProportional = tokenOut === undefined;
+    let poolsTopDown: NestedPool[];
+    let calls: NestedExitCall[];
+
+    if (isProportional) {
+        /**
+         * Overall logic to build sequence of proportional exit calls:
+         * 1. Go from top pool to bottom filling out input amounts and output refs
+         * 2. Inputs will be bptAmountIn provided or output of the previous level
+         * 3. Output at bottom level is the amountsOut
+         */
+
+        // sort pools by descending level
+        poolsTopDown = pools.sort((a, b) => b.level - a.level);
+
+        calls = getProportionalExitCalls(
+            poolsTopDown,
+            chainId,
+            useNativeAssetAsWrappedAmountOut,
+            accountAddress,
+            bptAmountIn,
+            toInternalBalance,
+        );
+    } else {
+        /**
+         * Overall logic to build sequence of single token exit calls:
+         * 1. Go BOTTOM-UP building exit path to tokenOut
+         * 2. Go through exit path filling out input amounts and output refs
+         * 3. Inputs will be bptAmountIn provided or output of the previous level
+         * 4. Output at bottom level is the amountOut
+         */
+
+        // sort pools by descending level
+        poolsTopDown = pools.sort((a, b) => b.level - a.level);
+        const topPool = poolsTopDown[0];
+
+        // Go BOTTOM-UP building exit path to tokenOut
+        const exitPath: NestedPool[] = [];
+        let tokenOutByLevel = tokenOut;
+        while (tokenOutByLevel !== topPool.address) {
+            const currentPool = poolsTopDown.find(
+                (p) =>
+                    p.address !== tokenOutByLevel && // prevents pools with BPT as token to be picked up incorrectly
+                    p.tokens.some((t) => t.address === tokenOutByLevel),
+            ) as NestedPool;
+            exitPath.unshift(currentPool);
+            tokenOutByLevel = currentPool.address;
+        }
+
+        calls = getSingleTokenExitCalls(
+            exitPath,
+            chainId,
+            useNativeAssetAsWrappedAmountOut,
+            accountAddress,
+            bptAmountIn,
+            toInternalBalance,
+            tokenOut,
+        );
+    }
+
+    const bptIn = new Token(chainId, poolsTopDown[0].address, 18);
+    const _bptAmountIn = TokenAmount.fromRawAmount(bptIn, bptAmountIn);
+    return { calls, bptAmountIn: _bptAmountIn };
+};
+
+export const getProportionalExitCalls = (
+    poolsSortedByLevel: NestedPool[],
+    chainId: number,
+    useNativeAssetAsWrappedAmountOut: boolean,
+    accountAddress: Address,
+    bptAmountIn: bigint,
+    toInternalBalance: boolean,
+) => {
+    const calls: NestedExitCall[] = [];
+    for (const pool of poolsSortedByLevel) {
+        const sortedTokens = pool.tokens
+            .sort((a, b) => a.index - b.index)
+            .map((t) => new Token(chainId, t.address, t.decimals));
+
+        // const sortedTokensWithoutBpt = sortedTokens.filter(
+        //     (t) => !t.isSameAddress(pool.address),
+        // );
+        const upperLevelCall = calls.find((call) =>
+            call.sortedTokens
+                .map((token) => token.address)
+                .includes(pool.address),
+        );
+        calls.push({
+            chainId: chainId,
+            useNativeAssetAsWrappedAmountOut,
+            sortedTokens,
+            poolId: pool.id,
+            poolType: pool.type,
+            kind: pool.type === 'ComposableStable' ? 3 : 0,
+            sender: accountAddress,
+            recipient: accountAddress,
+            bptAmountIn:
+                upperLevelCall === undefined
+                    ? {
+                          amount: bptAmountIn,
+                          isRef: false,
+                      }
+                    : {
+                          amount: upperLevelCall.outputReferenceKeys[
+                              upperLevelCall.sortedTokens
+                                  .map((token) => token.address)
+                                  .indexOf(pool.address)
+                          ],
+                          isRef: true,
+                      },
+            minAmountsOut: Array(sortedTokens.length).fill(0n),
+            toInternalBalance,
+            // TODO: previous implementation of nested exit didn't add an outputReferenceKey for the BPT token,
+            // but if I remove it from here, peek logic fails. Need to investigate why.
+            // Once we figure this out, we should be able to replace sortedTokens by sortedTokensWithoutBpt
+            outputReferenceKeys: sortedTokens.map(
+                (token) =>
+                    100n +
+                    BigInt(poolsSortedByLevel.indexOf(pool)) * 10n +
+                    BigInt(sortedTokens.indexOf(token)),
+            ),
+        });
+    }
+    return calls;
+};
+
+export const getSingleTokenExitCalls = (
+    exitPath: NestedPool[],
+    chainId: number,
+    useNativeAssetAsWrappedAmountOut: boolean,
+    accountAddress: Address,
+    bptAmountIn: bigint,
+    toInternalBalance: boolean,
+    tokenOut: Address,
+) => {
+    const calls: NestedExitCall[] = [];
+
+    for (let i = 0; i < exitPath.length; i++) {
+        const pool = exitPath[i];
+        const sortedTokens = pool.tokens
+            .sort((a, b) => a.index - b.index)
+            .map((t) => new Token(chainId, t.address, t.decimals));
+        const upperLevelCall = i > 0 ? calls[i] : undefined;
+        const currenTokenOut =
+            i === exitPath.length - 1 ? tokenOut : exitPath[i + 1].address;
+        const tokenOutIndex = sortedTokens.findIndex((t) =>
+            t.isSameAddress(currenTokenOut),
+        );
+        calls.push({
+            chainId: chainId,
+            useNativeAssetAsWrappedAmountOut,
+            sortedTokens,
+            poolId: pool.id,
+            poolType: pool.type,
+            kind: pool.type === 'ComposableStable' ? 3 : 0,
+            sender: accountAddress,
+            recipient: accountAddress,
+            bptAmountIn:
+                upperLevelCall === undefined
+                    ? {
+                          amount: bptAmountIn,
+                          isRef: false,
+                      }
+                    : {
+                          amount: upperLevelCall.outputReferenceKeys[0],
+                          isRef: true,
+                      },
+            minAmountsOut: Array(sortedTokens.length).fill(0n),
+            toInternalBalance,
+            outputReferenceKeys: [
+                100n +
+                    BigInt(exitPath.indexOf(pool)) * 10n +
+                    BigInt(tokenOutIndex),
+            ],
+            tokenOutIndex,
+        });
+    }
+    return calls;
+};

src/entities/nestedExit/getPeekCalls.ts

@@ -0,0 +1,49 @@
+import { Hex } from 'viem';
+import { Token } from '../token';
+import { NestedExitCall } from './types';
+import { Relayer } from '../relayer';
+import { getPoolAddress } from '../../utils';
+
+export const getPeekCalls = (calls: NestedExitCall[]) => {
+    const tokensOut: Token[] = [];
+    const peekCalls: Hex[] = [];
+
+    const isSingleTokenExit =
+        calls[calls.length - 1].tokenOutIndex !== undefined;
+    if (isSingleTokenExit) {
+        const lastCall = calls[calls.length - 1];
+        const tokenOut =
+            lastCall.sortedTokens[lastCall.tokenOutIndex as number];
+        tokensOut.push(tokenOut);
+        peekCalls.push(
+            Relayer.encodePeekChainedReferenceValue(
+                Relayer.toChainedReference(
+                    lastCall.outputReferenceKeys[0],
+                    false,
+                ),
+            ),
+        );
+    } else {
+        calls.forEach((call) => {
+            call.outputReferenceKeys.forEach((opRefKey) => {
+                const tokenOut = call.sortedTokens[Number(opRefKey % 10n)];
+                const isTokenBeingUsedAsInput = calls.some(
+                    (_call) =>
+                        _call.bptAmountIn.isRef === true &&
+                        tokenOut.isSameAddress(getPoolAddress(_call.poolId)),
+                );
+
+                if (!isTokenBeingUsedAsInput) {
+                    tokensOut.push(tokenOut);
+                    peekCalls.push(
+                        Relayer.encodePeekChainedReferenceValue(
+                            Relayer.toChainedReference(opRefKey, false),
+                        ),
+                    );
+                }
+            });
+        });
+    }
+
+    return { peekCalls, tokensOut };
+};