Merge pull request #149 from dcernahoschi/concentrated_liq_dex

Initial commit for mojitoswap

Author: klembee

7-defi-devpost/mojitoswap/.rustfmt.toml

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+max_width = 140

7-defi-devpost/mojitoswap/Cargo.toml

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+[package]
+name = "mojitoswap"
+version = "0.1.0"
+edition = "2021"
+
+[dependencies]
+sbor = { git = "https://github.com/radixdlt/radixdlt-scrypto", rev = "db963f1"}
+scrypto = { git = "https://github.com/radixdlt/radixdlt-scrypto", rev = "db963f1"}
+lazy_static = "1.4.0"
+
+[dev-dependencies]
+radix-engine = { git = "https://github.com/radixdlt/radixdlt-scrypto", rev = "db963f1"}
+transaction = { git = "https://github.com/radixdlt/radixdlt-scrypto", rev = "db963f1"}
+scrypto-unit = { git = "https://github.com/radixdlt/radixdlt-scrypto", rev = "db963f1"}
+regex = "1"
+
+[profile.release]
+opt-level = 's'     # Optimize for size.
+lto = true          # Enable Link Time Optimization.
+codegen-units = 1   # Reduce number of codegen units to increase optimizations.
+panic = 'abort'     # Abort on panic.
+strip = "debuginfo" # Strip debug info.
+overflow-checks = true # Panic in the case of an overflow.
+
+[lib]
+crate-type = ["cdylib", "lib"]

7-defi-devpost/mojitoswap/README.md

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+# MojitoSwap
+
+MojitoSwap is a concentrated liquidity pool inspired by the [Uniswap v3 whitepaper](https://uniswap.org/whitepaper-v3.pdf). This whitepaper explains quite well how concentrated liquidity pools work. Thus it represents a prerequiste to read before diving into the MojitoSwap implementation. Implementation details are provided though as comments in the code.
+
+## Contents
+For now, the MojitoSwap repository contains only the scrypto blueprint implementation, without the Oracle functionality described in the whitepaper. The blueprint represents a pool of 2 fungible resources and provides the following operations:
+ - Add a new liquidity position to the pool
+ - Remove a liquidity position a LP holds
+ - Add more liquidity to a position a LP already holds
+ - Collect the fees for a position a LP holds
+ - Add position fees to liquidity
+ - Add positions acting as limit orders (implicit)
+
+## How to run and test the component
+The repository contains an utility that allows to define test scenarios as integration tests. These tests scenarios create transaction manifests that are against the component. For example, a test scenario that can be created (tests/pool.rs file) looks as following:
+
+    /**
+    * Limit order & multiple range swap.
+    * 
+    * Given a pool with fee=0, sqrt_price=1 and a position=[10000 MOJ + 10000 USDT, -1000, 1000]
+    * 
+    * Test that if: 
+    * - an account adds a position=[1000 MOJ, 199, 200], this can act as limit order saying: sell 1000MOJ at price 1.02. 
+    * The range [199, 200] is corresponding to sqrt_price range [1.009999163397141405, 1.010049662092875426] which 
+    * aproximates a price of 1.02
+    * - the price moves past the position range
+    * - the account holding the limit order position remove it
+    * 
+    * Then the account gets the expected amount of USDT: ~1020 USDT
+    */
+    #[test]
+    fn scenario_6() {
+        let mut context = Context::new(Decimal::zero(), Decimal::one());
+        let account = context.new_account_with_moj_and_usdt(dec!("20000"), dec!("20000"));
+        context.add_position(&account, dec!("10000"), dec!("10000"), -1000, 1000);
+
+        let account2 = context.new_account_with_moj_and_usdt(dec!("20000"), dec!("20000"));
+        context.add_position(&account2, dec!("1000"), Decimal::zero(), 199, 200);
+
+        context.swap_usdt_for_moj(&account, dec!("8000"), dec!("7750.081465536550594191"));
+        context.remove_pos(&account2, Decimal::zero(), dec!("1020.149313703371480602"));
+    }
+
+After the test scenario is created, it can be run as a scrypto/cargo test from the project directory:
+
+    scrypto test - scenario_6  -- --nocapture 
+
+Look in tests/pool.rs for more scenarios and documentation on the test utility methods.
+
+The component also displays a detailed debug log for each executed transaction. It has also some unit tests for the math computations with explanations of the formulas.
+
+

7-defi-devpost/mojitoswap/src/btree_set_ext.rs

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+use std::collections::BTreeSet;
+use std::ops::Bound::*;
+
+pub fn previous_elem<T: Ord>(tree: &BTreeSet<T>, val: T) -> Option<&T> {
+    tree.range((Unbounded, Excluded(val))).next_back()
+}
+
+pub fn next_elem<T: Ord>(tree: &BTreeSet<T>, val: T) -> Option<&T> {
+    tree.range((Excluded(val), Unbounded)).next()
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    #[test]
+    fn previous_elem_retrieval() {
+        let mut btree_set = BTreeSet::new();
+
+        btree_set.insert(32);
+        btree_set.insert(40);
+        btree_set.insert(18);
+
+        assert_eq!(
+            previous_elem(&btree_set, 39),
+            Option::from(&32)
+        );
+        assert_eq!(previous_elem(&btree_set, 18), None);
+        assert_eq!(
+            previous_elem(&btree_set, 44),
+            Option::from(&40)
+        );
+        assert_eq!(
+            previous_elem(&btree_set, 32),
+            Option::from(&18)
+        );
+    }
+
+    #[test]
+    fn next_elem_retrieval() {
+        let mut btree_set = BTreeSet::new();
+
+        btree_set.insert(32);
+        btree_set.insert(40);
+        btree_set.insert(18);
+
+        assert_eq!(next_elem(&btree_set, 21), Option::from(&32));
+        assert_eq!(next_elem(&btree_set, 32), Option::from(&40));
+        assert_eq!(next_elem(&btree_set, 15), Option::from(&18));
+        assert_eq!(next_elem(&btree_set, 40), None);
+    }
+}

7-defi-devpost/mojitoswap/src/lib.rs

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+#[macro_use]
+extern crate lazy_static;
+
+mod btree_set_ext;
+pub mod pool;
+pub mod tick_math;
+pub mod pool_math;