feat(swap): rpc to find best swap with liquidity routing for ask by dimxy · Pull Request #2362 · GLEECBTC/komodo-defi-framework

dimxy · 2025-02-16T18:30:57Z

Initial code for liquidity routing (LR) support for KDF.

The added RPC finds best (most price efficient) swap path from a list of provided ask orders, to fill them with a User token converting into orders' tokens with an interim LR-swap.

This PR covers only finding the best quote for one case (the ask order when 'rel' is token). Next steps are adding/fixing RPCs to get quotes for order types (bids) and RPCs to run swaps with LR.

TODO:

validation code for requests in new RPCs
add support trade_preimage_rpc for TPU to calculate total fees, return total fees including fees for LR with this PR's best quote RPC
getting quotes for bid orders when rel=token_x, with routing token_x into my_token after the dex-swap
getting quotes for ask orders when base=token_x, with routing token_x into my_token after the dex-swap
getting quotes for bid orders when base=token_x, with routing User's my_token into token_x before the dex-swap
add RPC to run swaps with LR (using LR swap data from the best quote RPCs), extending TPU swaps workflow

TODO to research:

stream the best quote price to the GUI so the user could wait for better price or refuse from staring the swap if price becomes unsatisfying
study the provider RPC how to find most liquid tokens for LR (use the KDF orderbook as the source for tokens) and return them to the user, to use them in the find best swap with LR RPC

…oken, test added

* dev: fix(derive_key_from_path): check length of current_key_material (#2356) chore(release): bump mm2 version to 2.4.0-beta (#2346) fix(tests): add additional testnet sepolia nodes to test code (#2358) fix(swaps): maintain legacy compatibility for negotiation messages (#2353) refactor(SwapOps): impl defaults for protocol specific swapops fns (#2354) feat(tpu-v2): provide swap protocol versioning (#2324) feat(wallet): add change mnemonic password rpc (#2317) fix(tpu-v2): fix tpu-v2 wait for payment spend and extract secret (#2261) feat(tendermint): unstaking/undelegation (#2330) fix(utxo-withdraw): get hw ctx only when `PrivKeyPolicy` is trezor (#2333) feat(event-streaming): API-driven subscription management (#2172) fix(hash-types): remove panic, enforce fixed-size arrays (#2279) fix(ARRR): store unconfirmed change output (#2276) feat(tendermint): staking/delegation (#2322) chore(deps): `timed-map` migration (#2247) fix(mem-leak): `running_swap` never shrinks (#2301) chore(dep-bump): libp2p (#2326) refactor(build script): rewrite the main build script (#2319)

mariocynicys

Thanks! esp for the excessive comments :)

this was a light review to grasp new thigns. nothing is blocking from my side.

will read the SoW for more context and review again next review week if this is still unmerged.

mm2src/mm2_main/src/rpc/lp_commands/lr_swap.rs

mm2src/mm2_main/src/rpc/lp_commands/lr_swap/lr_impl.rs

dimxy · 2025-06-20T10:08:50Z

Regarding this: #2362 (comment)

I suggest I use the 'Close' price in the next PR (which actually does swaps with LR)
and we will see how this affect swaps (We may see empty prices response more often but maybe this is just okay as we should skip tokens with temp low liquidity)

…ing different order types

dimxy · 2025-06-22T08:51:50Z

I improved functions and structs naming (well, at least I tried).
Also I extended the rpc structs to accept not only one currently supported but different kinds of sell/buy options. The new fields still are not used but reserved for next code iteration and should move us closer to the goal structure for RPCs for LR.
@shamardy

PS. Some tests are failing but looks like it's QRC tests

shamardy

Thanks for the fixes! The below comments can be done here or in next PRs.

shamardy · 2025-06-23T04:37:43Z

mm2src/mm2_main/src/rpc/lp_commands/lr_swap.rs

@@ -0,0 +1,299 @@
+//! RPC implementations for swaps with liquidity routing (LR) of EVM tokens


I suppose the RPCs in this file will be for all kind of tokens in the future not EVM only, maybe we should remove any mention of EVMs from the docs. Not a blocker for this PR though.

shamardy · 2025-06-23T04:53:47Z

mm2src/mm2_main/src/rpc/lp_commands/lr_swap/types.rs

+/// Request to find best swap path with LR to fill an order from list.
+#[derive(Debug, Deserialize)]
+#[serde(deny_unknown_fields)]
+pub struct LrFindBestQuoteRequest {
+    /// Base coin to fill an atomic swap maker order with possible liquidity routing from this coin over a coin/token in an ask/bid
+    pub user_base: Ticker,
+    /// List of maker atomic swap ask orders, to find best swap path with liquidity routing from user_base or user_rel coin
+    pub asks: Vec<AsksForCoin>,
+    /// List of maker atomic swap bid orders, to find best swap path with liquidity routing from user_base or user_rel coin
+    pub bids: Vec<BidsForCoin>,
+    /// Buy or sell volume (in coin units, i.e. with fraction)
+    pub volume: MmNumber,
+    /// Method buy or sell
+    /// TODO: use this field, now we support 'buy' only
+    pub method: String,
+    /// Rel coin to fill an atomic swap maker order with possible liquidity routing from this coin over a coin/token in an ask/bid
+    pub user_rel: Ticker,
+}


Still very confusing, I suggested something like this

#[derive(Debug, Deserialize)] #[serde(deny_unknown_fields)] pub struct LrFindBestQuoteRequest { /// The currency the user wants to acquire (e.g., "BTC"). pub target_coin: Ticker, /// The amount of the `target_coin` the user wishes to buy. pub target_amount: MmNumber, /// The token the user holds and will use to pay for the trade. /// If this token is not accepted by the best candidate order, /// it will be swapped through a liquidity provider. pub payment_token: Ticker, /// A list of potential orders (asks) from the order book that are selling /// the `target_coin`. The system will evaluate these to find the best trade route. pub candidate_orders: Vec<RpcOrderbookEntryV2>, }

Do you have any objections to this?

target_coin, payment_token is good, I like this.
Only this assumes the User would always be creating 'sell' orders (no 'buy'). It's easier for development,
but for ordinary atomic swaps we allow both sell and buy (although 'buy' is just an inversion of 'sell').

About this:
pub candidate_orders: Vec<RpcOrderbookEntryV2>,. The problem is that RpcOrderbookEntryV2 contains only one coin and another coin is returned as separate a base or rel property in the orderbook rpc response.
So I made it as a new AsksForCoin like in the orderbook rpc response.
(Not sure though we should send orders into the LR rpcs as they are on the orderbook, but this is how it's done now. I thought GUI would be selecting orders and send them to LR rpcs for adding liquidity routing steps)

Only this assumes the User would always be creating 'sell' orders (no 'buy').

Why is that? target_coin and payment_token should work with either sell or buy

mm2src/mm2_main/src/rpc/lp_commands/lr_swap.rs

shamardy · 2025-06-23T10:57:48Z

mm2src/mm2_main/src/rpc/lp_commands/lr_swap/lr_impl.rs

Should we have these in lp_commands? I will allow it for now since we want this PR merged asap but I don't think this is the best place for it. IMHO, lp_commands should be for rpc methods (the wrappers) and the requests/responses/errors of these RPC methods only.

Aha!
I have already moved this out of lp_command in the follow-up code to this PR. Will create a new PR with this in the next few days

mm2src/mm2_main/src/rpc/lp_commands/lr_swap/lr_impl.rs

Add doc comment

shamardy · 2025-07-02T07:43:30Z

@smk762 please note no docs are needed for this PR as the API may change in next PRs

* dev: fix(eth): Correctly implement ETH max withdrawal logic (#2531) feat(use-clap-for-cli): use clap to parse CLI-Args #2215 (#2510) feat(orderbook): expirable maker orders (#2516) improvement(eth): drop parity support (#2527) chore(release): finalize changelog for v2.5.0-beta (#2524) chore(toolchain): upgrade toolchain to nightly 1.86.0 (#2444) feat(swap): rpc to find best swap with liquidity routing for ask (#2362) fix(kdf_walletconnect): apply explicit MmError mapping (#2514) fix(walletconnect): centralize connection and retry logic (#2508) fix(hw-wallet): avoid calling `get_enabled_address` in trezor-based coin init (#2504)

* refactor-gas-fee-policy: (30 commits) revert change in test_enable_custom_erc20 fix(test) disable get_swap_gas_fee_policy for tests (no platform coin in tests) revert tokio test and use block_on for eth docker test Refactor gas fee code: get max_eth_tx_type from platform coin, add gas fee adjust coin params, rename "set_swap_transaction_fee_policy" rpc to "set_swap_gas_fee_policy", force set_swap_gas_fee_policy to store policy in the platform coin fix(eth): Propagate structured EIP-1559 fee errors (GLEECBTC#2532) fix(eth): Correctly implement ETH max withdrawal logic (GLEECBTC#2531) feat(use-clap-for-cli): use clap to parse CLI-Args GLEECBTC#2215 (GLEECBTC#2510) feat(orderbook): expirable maker orders (GLEECBTC#2516) improvement(eth): drop parity support (GLEECBTC#2527) chore(release): finalize changelog for v2.5.0-beta (GLEECBTC#2524) chore(toolchain): upgrade toolchain to nightly 1.86.0 (GLEECBTC#2444) feat(swap): rpc to find best swap with liquidity routing for ask (GLEECBTC#2362) fix(kdf_walletconnect): apply explicit MmError mapping (GLEECBTC#2514) fix(walletconnect): centralize connection and retry logic (GLEECBTC#2508) fix(hw-wallet): avoid calling `get_enabled_address` in trezor-based coin init (GLEECBTC#2504) chore(core): replace hash_raw_entry with stable entry() API (GLEECBTC#2473) chore(core): adapt `MmError` and usages for compatibility with new rustc versions (GLEECBTC#2443) feat(wallet): add `delete_wallet` RPC (GLEECBTC#2497) chore(release): add changelog entries for v2.5.0-beta (GLEECBTC#2494) chore(release): bump kdf version to 2.5.0-beta (GLEECBTC#2492) ... # Conflicts: # mm2src/coins/eth.rs # mm2src/coins/eth/eth_swap_v2/eth_maker_swap_v2.rs # mm2src/coins/eth/eth_swap_v2/eth_taker_swap_v2.rs # mm2src/coins/eth/eth_utils.rs # mm2src/coins/eth/eth_withdraw.rs # mm2src/coins/eth/v2_activation.rs # mm2src/coins/lp_coins.rs # mm2src/coins/qrc20.rs # mm2src/coins/qrc20/swap.rs # mm2src/coins_activation/src/platform_coin_with_tokens.rs # mm2src/coins_activation/src/token.rs # mm2src/mm2_main/src/lp_swap/check_balance.rs # mm2src/mm2_main/src/lp_swap/maker_swap.rs # mm2src/mm2_main/src/rpc/dispatcher/dispatcher.rs # mm2src/mm2_main/src/rpc/lp_commands/ext_api/ext_api_types.rs # mm2src/mm2_main/src/rpc/lp_commands/mod.rs # mm2src/mm2_main/src/rpc/lp_commands/one_inch/errors.rs # mm2src/mm2_main/src/rpc/lp_commands/one_inch/rpcs.rs # mm2src/mm2_main/src/rpc/lp_commands/tokens.rs # mm2src/mm2_main/tests/docker_tests/eth_docker_tests.rs # mm2src/trading_api/src/one_inch_api/classic_swap_types.rs # mm2src/trading_api/src/one_inch_api/client.rs # mm2src/trading_api/src/one_inch_api/portfolio_types.rs

This introduces a new experimental RPC, `experimental::liquidity_routing::find_best_quote`, to find the most cost-effective swap path by aggregating atomic swaps with external liquidity routing via the 1inch API. The new endpoint allows users to execute token swaps even if they do not directly hold the tokens required by maker orders. It evaluates possible swap paths by combining external liquidity routing with atomic swaps to find the most price-effective route. Key changes include: - A new RPC endpoint `experimental::liquidity_routing::find_best_quote` for pathfinding. - Core logic in `mm2src/mm2_main/src/rpc/lp_commands/lr_swap/lr_impl.rs` to process orders and query the 1inch API. - Refactored the 1inch API client in `trading_api` to use a `UrlBuilder` for more robust URL construction and added support for the Portfolio API. - Extracted common Ethereum utility functions into a new `coins/eth/eth_utils.rs` module to improve code organization. - Updated `RpcOrderbookEntryV2` and `MmNumberMultiRepr` to be deserializable. Currently, this feature only supports filling `ask` orders with liquidity routing performed before the atomic swap.

dimxy added 10 commits January 21, 2025 20:35

add LR swap rpc scaffolding

84663a4

refactor LR rpcs

05c15fc

fix doc comments

43d2bd6

fix draft lr rpc params

e5c73b5

WiP: find_best_lr_buy_for_multiple_orders initial compiled code

6b4124d

add missed lr_impl.rs

e2f8a53

fix comment

0ea3dd9

wip: working code for finding best swap with LR to for ask with rel=t…

92bf147

…oken, test added

remove unused test code

08ff400

dimxy added status: in progress priority: medium Moderately important tasks that should be completed but are not urgent. feature: swap feature: RPC labels Feb 16, 2025

dimxy changed the title ~~feat(swap): rpc to find best swap with liquidity routing to fill ask when rel is token~~ feat(swap): rpc to find best swap with liquidity routing for ask Feb 16, 2025

dimxy added 5 commits February 17, 2025 12:17

remove debug println

6e55e7e

remove unused derive and import

54d13c3

fix fmt

5553bdc

refactor: eliminate SomeError in LR code

1e3a5d8

wrap LR test with feature

7ab51fc

shamardy added the 2.5.0-beta label Feb 17, 2025

shamardy self-requested a review February 17, 2025 10:10

dimxy added 2 commits February 17, 2025 18:49

fix LR error desc

5e96440

add another coin to LR quote test

bbb115e

shamardy added priority: high Important tasks that need attention soon. status: pending review and removed priority: medium Moderately important tasks that should be completed but are not urgent. status: in progress labels Feb 21, 2025

mariocynicys self-requested a review February 21, 2025 13:27

mariocynicys reviewed Feb 22, 2025

View reviewed changes

dimxy added 4 commits June 20, 2025 14:30

improve logging in LR find quote test

0ccd318

fix mod tron placement

855bf74

review (mariocynicys): remove extra into_iter

f454d6c

refactor (review): use liquidity_routing rpc prefix

c1a430c

dimxy added 4 commits June 22, 2025 12:39

refactor (review): rename LR rpcs to use verbs

161afb8

refactor: improve and extend LR RPC structures to prepare for support…

be33db7

…ing different order types

fix doc comment for lr_find_best_quote_rpc

3c6f16b

refactor: use RwLock for lr swap candidates

6d6fe5c

shamardy previously approved these changes Jun 23, 2025

View reviewed changes

fix shared swap candidate lock use (avoid excessive read lock)

8cdddff

dimxy dismissed shamardy’s stale review via 8cdddff June 23, 2025 14:05

dimxy added 4 commits June 24, 2025 20:54

Rename find best swap path fn (to make it more general)

4d8bbe7

Add doc comment

fix doc comment for find_best_swap_path_with_lr improved with gpt

2e384a4

add eth_utils.rs and move mm_number_to_u256 and like fn's there

161164d

improve doc comment for lr_find_best_quote_rpc fn

d705741

shamardy added 2 commits July 2, 2025 11:01

Merge branch 'dev' into lr-swap-wip

fafd785

post merge fix

5b24a8e

shamardy approved these changes Jul 2, 2025

View reviewed changes

shamardy merged commit 8c9326e into dev Jul 2, 2025
18 of 24 checks passed

shamardy deleted the lr-swap-wip branch July 2, 2025 10:12

shamardy mentioned this pull request Nov 25, 2025

chore(release): v2.6.0-beta #2696

Merged

smk762 added the status: pending docs Adding this label will automatically open an issue in the docs repo label Nov 26, 2025

dimxy mentioned this pull request Nov 26, 2025

Add new KDF method docs find_best_quote GLEECBTC/komodo-docs-mdx#566

Open

shamardy mentioned this pull request Dec 3, 2025

Liquidity Routing (LR) Feature Tracking Issue #2703

Open

27 tasks

		@@ -0,0 +1,299 @@
		//! RPC implementations for swaps with liquidity routing (LR) of EVM tokens

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