feat(solver): external liquidity routing — RFQ websocket to other DEXes#7
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feat(solver): external liquidity routing — RFQ websocket to other DEXes#7VAIBHAVJINDAL3012 wants to merge 6 commits into
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Route orders the matcher can't cross internally to allow-listed external
DEXes over a websocket RFQ: DEXes post standing {price, quantity} quotes,
the matcher matches idle notes against them and hands over the serialized
note bytes for permissionless on-chain self-consume. Off by default
(router_enabled).
- order book: park/unpark for in-flight notes (reuses the index path, so the
matching gates need no change), O(expiring) TTL reactivation
- router/select: decimals-correct export math vs oracle mid, marginal-first,
off-market guard; fill_price carried for the forthcoming overfill protocol
- router/server: websocket transport on its own OS thread, allow-list auth
- matcher: external pass + reactivation each tick (try_send handovers)
- config/pipeline/start wiring; decimals snapshot; load_token_decimals
Builds on the pswap-filler-sdk crate (shared wire protocol). See
docs/adr/0001-external-liquidity-routing.md and docs/external-liquidity-routing.md.
A DEX (FillerClient) connects to the real router thread and posts an RFQ quote; an unmatched order in run_matcher's external pass is selected and handed back to the SDK as a FillerEvent::Handover — SDK quote → router → matcher select → router → SDK, nothing mocked in between. Asserts note id, fill amount, fill_price, and exact note bytes survive the round trip.
…verage - matcher: a full handover channel drops the handover but still parks the note (TTL recovers it) and never blocks the tick — covers the try_send Full branch. - router: a message over max_msg_bytes closes only that connection; the router keeps serving a fresh client (DoS guard). - SDK ↔ router: an unparseable quote comes back to the SDK as a structured FillerEvent::Error and the session stays open.
Mirror the SDK-side removal of the never-emitted Withdrawn event in the external-liquidity-routing message list, and re-sync Cargo.lock with this branch's solver ws/futures-util deps (the rebase carried the SDK branch's pruned lock).
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When the handover channel is full, try_send drops the batch — but the notes were already parked, so TTL reactivation would later add a no-re-offer block for a DEX that never received them (the matcher couldn't tell "dropped" from "delivered-but-not-consumed"). Now a dropped batch is rolled back: each note is unparked and its reservation released, so it stays immediately eligible to the same DEX next tick. Adds OrderBook::unpark — a no-penalty single-note rollback that re-indexes the note and leaves a harmless park_queue tombstone. Tests: a direct unpark unit (rollback + tombstone-skip + no-op-when-unparked); the backpressure test now asserts the rollback and a same-DEX re-route on retry.
…xit) Reflect the fix: a dropped handover try_send now immediately unparks the note with no re-offer penalty, so the no-show penalty applies only to genuinely delivered handovers.
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What
Routes orders the matcher can't cross internally to allow-listed external DEXes over
a websocket RFQ: DEXes post standing
{price, quantity}quotes, the matcher matches itsidle notes against them and hands over the serialized note bytes for permissionless
on-chain self-consume. Off by default (
router_enabled).Design
Full reasoning in
docs/adr/0001-external-liquidity-routing.md; as-built reference indocs/external-liquidity-routing.md. Highlights:path, so
best_order/has_orders/active_pair_countneed no change; a parkednote is invisible to matching by construction. O(expiring) TTL reactivation via a
time-ordered
park_queue.select_notes) — exactu128,marginal-first ordering, off-market guard.
fill_priceis carried for the forthcomingoverfill protocol (today the chain still settles at the note's rate).
spawn_price_api_thread);two
Sendchannels to the matcher (watchquotes in,mpschandovers out viatry_send, so a slow DEX socket never stalls the fund-critical tick).SOLVER_ROUTER_TOKENS(env), constant-time check at thewebsocket upgrade.
Testing
select_notes/ order book / matcher / router: ≥95% line, 100% function coverageon changed files; property test asserts
active_order_count()invariance acrosspark→unpark and park→consume.
crates/solver/tests/integration_filler_sdk.rs) drives the realrouter thread through the public
FillerClient: bad token rejected →AuthOk→ quotereaches the matcher → handover surfaces as a
FillerEventwith the exact bytes +fill_price.Risks (documented in the ADR)
residual; partial mitigation (no re-offer to the same DEX on reactivation) shipped,
per-DEX cap deferred.
by the TTL.
Docs / ADR
docs/external-liquidity-routing.md,docs/adr/0001-external-liquidity-routing.md.