Implement Hybrid Router (#1307)

* AMM-CDA-1: Switch to AmmCdaHybrid enum field (#1274) * switch to AmmCdaHybrid enum field * Update zrml/parimutuel/src/tests/buy.rs Co-authored-by: Malte Kliemann <[email protected]> * Update zrml/parimutuel/src/tests/claim.rs Co-authored-by: Malte Kliemann <[email protected]> * Update zrml/parimutuel/src/tests/refund.rs Co-authored-by: Malte Kliemann <[email protected]> * Update storage version to 11 and add MigrateScoringRuleAmmCdaHybrid * Update primitives/src/market.rs * update migration --------- Co-authored-by: Malte Kliemann <[email protected]> * merge amm-cda-3 changes * merge amm-cda-2 changes * merge amm-cda-4 changes * correct clippy * merge amm-cda-5 changes * merge amm-cda-6 changes * Fix Hybrid Router clippy and tests (#1291) * glue everything together * add hybrid router to configuration * fix tests * fix conditional tests * AMM-CDA-8 Add event information for fees and aggregated amount_out (#1293) * add event info * use slice as function parameter * update test amm amount out of event * fix order book tests * update documentation * removed dependency * AMM-CDA-9 Adds soft and hard failure distinction for AMM and order book errors (#1294) * add event info * use slice as function parameter * update test amm amount out of event * wip * handle soft and hard failure * add order book soft failure * fix clippy * fix CI * remove swaps pallet dependency * add compact to order book struct * fix recursion overflow * Fix of Hybrid Router after asset system merge (#1309) * wip * use asset conversions * adapt hybrid router to new asset system * apply review suggestions * fmt * rename Asset to Assets * update copyrights * update hybrid router crate version * correct orderbook spelling * add amount is zero tests * add price limit too high test * add max order exceeded test * use saturated conversion * use saturated conversion again * remove unused code * add tests for soft failures * add skip order test * add changelog for devs description * add amm soft failure test * add numerical soft failure test for sell * correct failing test for parachain feature * cover remaining is zero execution path --------- Co-authored-by: Malte Kliemann <[email protected]>
zeitgeistpm · Apr 12, 2024 · dc7e7f9 · dc7e7f9
1 parent fd18a90
commit dc7e7f9
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diff --git a/Cargo.lock b/Cargo.lock
diff --git a/Cargo.toml b/Cargo.toml
@@ -9,6 +9,7 @@ default-members = [
     "zrml/authorized",
     "zrml/asset-router",
     "zrml/court",
+    "zrml/hybrid-router",
     "zrml/global-disputes",
     "zrml/liquidity-mining",
     "zrml/market-commons",
@@ -34,6 +35,7 @@ members = [
     "zrml/authorized",
     "zrml/asset-router",
     "zrml/court",
+    "zrml/hybrid-router",
     "zrml/global-disputes",
     "zrml/liquidity-mining",
     "zrml/market-commons",
@@ -239,6 +241,7 @@ zrml-asset-router = { path = "zrml/asset-router", default-features = false }
 zrml-authorized = { path = "zrml/authorized", default-features = false }
 zrml-court = { path = "zrml/court", default-features = false }
 zrml-global-disputes = { path = "zrml/global-disputes", default-features = false }
+zrml-hybrid-router = { path = "zrml/hybrid-router", default-features = false }
 zrml-liquidity-mining = { path = "zrml/liquidity-mining", default-features = false }
 zrml-market-commons = { path = "zrml/market-commons", default-features = false }
 zrml-neo-swaps = { path = "zrml/neo-swaps", default-features = false }

diff --git a/docs/changelog_for_devs.md b/docs/changelog_for_devs.md
@@ -12,6 +12,27 @@ As of 0.3.9, the changelog's format is based on
 components which query the chain's storage, the extrinsics or the runtime
 APIs/RPC interface.
 
+## v0.5.2
+
+[#1307]: https://github.com/zeitgeistpm/zeitgeist/pull/1307
+
+### Added
+
+- [#1307] New hybrid router for managing the trade execution using the
+  `neo-swaps` automated market maker and order book
+
+  - `buy`: Routes a buy order to AMM and CDA to achieve the best average
+    execution price.
+  - `sell`: Routes a sell order to AMM and CDA to achieve the best average
+    execution price.
+
+  The new pallet has the following events:
+
+  - `HybridRouterExecuted { tx_type, who, market_id, price_limit, asset_in, amount_in, asset_out, amount_out, external_fee_amount, swap_fee_amount }`:
+    A trade was executed using the Hybrid Router.
+
+  For details, please refer to the `README.md` and the in-file documentation.
+
 ## v0.5.1
 
 [#1295]: https://github.com/zeitgeistpm/zeitgeist/pull/1295

diff --git a/primitives/src/constants.rs b/primitives/src/constants.rs
@@ -1,4 +1,4 @@
-// Copyright 2022-2023 Forecasting Technologies LTD.
+// Copyright 2022-2024 Forecasting Technologies LTD.
 // Copyright 2021-2022 Zeitgeist PM LLC.
 //
 // This file is part of Zeitgeist.
@@ -22,6 +22,8 @@
     clippy::arithmetic_side_effects
 )]
 
+#[cfg(feature = "mock")]
+pub mod base_multiples;
 #[cfg(feature = "mock")]
 pub mod mock;
 pub mod ztg;
@@ -79,6 +81,10 @@ pub const GLOBAL_DISPUTES_PALLET_ID: PalletId = PalletId(*b"zge/gldp");
 /// Lock identifier, mainly used for the locks on the accounts.
 pub const GLOBAL_DISPUTES_LOCK_ID: [u8; 8] = *b"zge/gdlk";
 
+// Hybrid Router
+/// Pallet identifier, mainly used for named balance reserves.
+pub const HYBRID_ROUTER_PALLET_ID: PalletId = PalletId(*b"zge/hybr");
+
 // Liqudity Mining
 /// Pallet identifier, mainly used for named balance reserves.
 pub const LM_PALLET_ID: PalletId = PalletId(*b"zge/lymg");

diff --git a/primitives/src/constants/base_multiples.rs b/primitives/src/constants/base_multiples.rs
@@ -0,0 +1,70 @@
+// Copyright 2024 Forecasting Technologies LTD.
+//
+// This file is part of Zeitgeist.
+//
+// Zeitgeist is free software: you can redistribute it and/or modify it
+// under the terms of the GNU General Public License as published by the
+// Free Software Foundation, either version 3 of the License, or (at
+// your option) any later version.
+//
+// Zeitgeist is distributed in the hope that it will be useful, but
+// WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+// General Public License for more details.
+//
+// You should have received a copy of the GNU General Public License
+// along with Zeitgeist. If not, see <https://www.gnu.org/licenses/>.
+
+#![cfg(feature = "mock")]
+
+use crate::constants::BASE;
+
+pub const _1: u128 = BASE;
+pub const _2: u128 = 2 * _1;
+pub const _3: u128 = 3 * _1;
+pub const _4: u128 = 4 * _1;
+pub const _5: u128 = 5 * _1;
+pub const _6: u128 = 6 * _1;
+pub const _7: u128 = 7 * _1;
+pub const _8: u128 = 8 * _1;
+pub const _9: u128 = 9 * _1;
+pub const _10: u128 = 10 * _1;
+pub const _11: u128 = 11 * _1;
+pub const _12: u128 = 12 * _1;
+pub const _14: u128 = 14 * _1;
+pub const _17: u128 = 17 * _1;
+pub const _20: u128 = 20 * _1;
+pub const _23: u128 = 23 * _1;
+pub const _24: u128 = 24 * _1;
+pub const _30: u128 = 30 * _1;
+pub const _36: u128 = 36 * _1;
+pub const _40: u128 = 40 * _1;
+pub const _70: u128 = 70 * _1;
+pub const _80: u128 = 80 * _1;
+pub const _100: u128 = 100 * _1;
+pub const _101: u128 = 101 * _1;
+pub const _444: u128 = 444 * _1;
+pub const _500: u128 = 500 * _1;
+pub const _777: u128 = 777 * _1;
+pub const _1000: u128 = 1_000 * _1;
+
+pub const _1_2: u128 = _1 / 2;
+
+pub const _1_3: u128 = _1 / 3;
+pub const _2_3: u128 = _2 / 3;
+
+pub const _1_4: u128 = _1 / 4;
+pub const _3_4: u128 = _3 / 4;
+
+pub const _1_5: u128 = _1 / 5;
+
+pub const _1_6: u128 = _1 / 6;
+pub const _5_6: u128 = _5 / 6;
+
+pub const _1_10: u128 = _1 / 10;
+pub const _2_10: u128 = _2 / 10;
+pub const _3_10: u128 = _3 / 10;
+pub const _4_10: u128 = _4 / 10;
+pub const _9_10: u128 = _9 / 10;
+
+pub const _1_100: u128 = _1 / 100;
diff --git a/primitives/src/constants/mock.rs b/primitives/src/constants/mock.rs
@@ -83,6 +83,12 @@ parameter_types! {
     pub const VotingOutcomeFee: Balance = 100 * CENT;
 }
 
+// Hybrid Router parameters
+parameter_types! {
+    pub const HybridRouterPalletId: PalletId = PalletId(*b"zge/hybr");
+    pub const MaxOrders: u32 = 100;
+}
+
 // Liquidity Mining parameters
 parameter_types! {
     pub const LiquidityMiningPalletId: PalletId = PalletId(*b"zge/lymg");

diff --git a/primitives/src/hybrid_router_api_types.rs b/primitives/src/hybrid_router_api_types.rs
@@ -0,0 +1,63 @@
+// Copyright 2024 Forecasting Technologies LTD.
+//
+// This file is part of Zeitgeist.
+//
+// Zeitgeist is free software: you can redistribute it and/or modify it
+// under the terms of the GNU General Public License as published by the
+// Free Software Foundation, either version 3 of the License, or (at
+// your option) any later version.
+//
+// Zeitgeist is distributed in the hope that it will be useful, but
+// WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+// General Public License for more details.
+//
+// You should have received a copy of the GNU General Public License
+// along with Zeitgeist. If not, see <https://www.gnu.org/licenses/>.
+
+use frame_support::pallet_prelude::*;
+use scale_info::TypeInfo;
+
+#[derive(Clone, Copy, PartialEq, Eq, Encode, Decode, Debug, TypeInfo)]
+pub struct AmmTrade<Balance> {
+    pub amount_in: Balance,
+    pub amount_out: Balance,
+    pub swap_fee_amount: Balance,
+    pub external_fee_amount: Balance,
+}
+
+#[derive(Clone, Copy, PartialEq, Eq, Encode, Decode, Debug, TypeInfo)]
+pub struct ExternalFee<AccountId, Balance> {
+    pub account: AccountId,
+    pub amount: Balance,
+}
+
+#[derive(Clone, Copy, PartialEq, Eq, Encode, Decode, Debug, TypeInfo)]
+pub struct OrderbookTrade<AccountId, Balance> {
+    pub filled_maker_amount: Balance,
+    pub filled_taker_amount: Balance,
+    pub external_fee: ExternalFee<AccountId, Balance>,
+}
+
+pub trait FailSoft {}
+
+#[derive(Debug)]
+pub enum AmmSoftFail {
+    Numerical,
+}
+
+impl FailSoft for AmmSoftFail {}
+
+#[derive(Debug)]
+pub enum OrderbookSoftFail {
+    BelowMinimumBalance,
+    PartialFillNearFullFillNotAllowed,
+}
+
+impl FailSoft for OrderbookSoftFail {}
+
+#[derive(Debug)]
+pub enum ApiError<S: FailSoft> {
+    SoftFailure(S),
+    HardFailure(DispatchError),
+}
diff --git a/primitives/src/lib.rs b/primitives/src/lib.rs
@@ -22,9 +22,11 @@ extern crate alloc;
 
 mod assets;
 pub mod constants;
+pub mod hybrid_router_api_types;
 mod market;
 pub mod math;
 mod max_runtime_usize;
+pub mod orderbook;
 mod outcome_report;
 mod proxy_type;
 pub mod traits;