refactor: replace DFS market price with Bellman-Ford SPFA by Haikane · Pull Request #103 · propeller-heads/fynd

Haikane · 2026-03-16T22:39:11Z

Summary

Replace DFS-based TokenGasPriceComputation with Bellman-Ford SPFA one-to-all pricing
New bellman_ford_pricing.rs module: single SPFA pass from WETH prices all tokens using actual get_amount_out() simulation during relaxation, replacing DFS path enumeration + spot-price heuristic scoring
Remove SpotPriceComputation dependency from token gas pricing (still used by pool depths and MostLiquid)

Benchmark results

Config	Bootstrap	Incr median	Tokens
Eth all protocols TVL 50	104ms (was 2,599ms, 25x)	101ms (was 1,352ms, 13x)	803 (was 817)
Eth native TVL 50	3ms (was 20ms, 6.7x)	7ms (was 9.5ms, 1.4x)	726 (was 730)
Eth native TVL 10	11ms (was 51ms, 4.6x)	7ms (was 21.5ms, 3x)	1,974 (was 1,976)
Base all TVL 50	4ms (was 57ms, 14x)	3ms (was 25ms, 8x)	205 (was 209)

Token coverage is 0.1-1.9% lower due to BF's forbid-revisits pruning marginal paths through low-liquidity pools.

Test plan

238/240 lib tests pass (2 pre-existing CLI test failures on base branch)
cargo clippy --lib -- -D warnings: zero warnings
Benchmarked on 4 configurations against DFS baseline
Review the 0.1-1.9% token coverage gap on real data

dianacarvalho1

Ah this PR should be bundled with #43 so we don't have repeated code?
What is your merge plan here? I would suggest cleaning up #43 in a way that the necessary methods for this PR are available and can just be called here instead of repeating the same code twice

dianacarvalho1 · 2026-03-19T10:14:15Z

+//! propagating to all reachable tokens within `max_hops`. Uses forbid-revisits to prevent
+//! paths through arbitrage loops that would distort prices.
+//!
+//! This is the pricing counterpart to the routing BF in `bellman_ford.rs`:


bellman_ford.rs doesn't exist in this branch

Fixed. Rebased on main (which now includes PR #43), and changed this to a proper module link: [bellman_ford](super::bellman_ford).

dianacarvalho1 · 2026-03-19T10:15:19Z

+    #[allow(dead_code)]
+    pub fn amount_at(&self, node: NodeIndex) -> &BigUint {
+        &self.distance[node.index()]
+    }


let's not introduce dead code if we don't need it 🧹

Removed from production code. Moved behind #[cfg(test)] since it's only used in test assertions.

dianacarvalho1 · 2026-03-19T10:20:31Z

+        let state_override = if is_vm {
+            vm_state_override.as_ref()
+        } else {
+            native_state_overrides.get(component_id)
+        };


why is this needed?

Good catch, it wasn't needed. Forbid-revisits guarantees each pool appears at most once in a path, so state overrides can never trigger. Removed the entire VM/native state-override tracking, the EVMPoolState downcast, and the related imports.

Add bellman_ford_pricing.rs with flat-array SPFA that prices all tokens from gas_token in a single traversal, using simulation during relaxation instead of the DFS + spot-price heuristic approach. Rewrite token_gas_price.rs to use BF forward pass + reverse simulation per token. Removes SpotPrices dependency entirely. Selects paths by highest forward output (most liquid) rather than lowest spread. 12/12 tests pass. No regressions in full suite. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

- Remove unused Path::reversed() method (was only needed by DFS-based pricing) - Update dependency graph docs: TokenGasPriceComputation no longer depends on spot_prices - Fix PoolDepthComputation dependency comment (it depends on spot_prices, not "no dependencies") Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

… resimulate - Extract shared helpers (path_has_conflict, reconstruct_path, extract_subgraph_edges) into bf_helpers.rs, used by both routing and pricing BF modules - Remove dead amount_at method (moved to #[cfg(test)] only) - Simplify resimulate_path: remove state-override tracking since forbid-revisits guarantees each pool appears at most once - Fix doc comment to use proper module link instead of file reference - Remove unused ProtocolSim import and dead simulation_amount accessor Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

Haikane · 2026-03-23T21:41:28Z

Addressed all review comments. Rebased on main (which now includes PR #43) and deduplicated the shared code:

Created bf_helpers.rs with shared free functions (path_has_conflict, reconstruct_path, extract_subgraph_edges) used by both routing and pricing BF
Updated bellman_ford.rs to call bf_helpers:: instead of associated methods
Removed dead code and unnecessary state-override logic from pricing module

285 lib tests pass, zero clippy warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

dianacarvalho1

Thank you @Haikane

Resolve conflict in token_gas_price.rs by taking the BF branch version, which replaces the DFS-based pricing entirely with Bellman-Ford SPFA. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

tvinagre · 2026-03-25T23:06:51Z

Let's not merge this now as it interferes with https://github.com/propeller-heads/fynd/pull/95/changes

Haikane force-pushed the ms/bf-market-price branch from ae6e485 to 856187b Compare March 17, 2026 18:43

Haikane changed the base branch from ms/atomic-searcher-showcase to main March 17, 2026 18:43

Haikane changed the title ~~Replace DFS market price with Bellman-Ford SPFA~~ perf: replace DFS market price with Bellman-Ford SPFA Mar 17, 2026

Haikane changed the title ~~perf: replace DFS market price with Bellman-Ford SPFA~~ refactor: replace DFS market price with Bellman-Ford SPFA Mar 17, 2026

dianacarvalho1 reviewed Mar 19, 2026

View reviewed changes

Haikane and others added 3 commits March 23, 2026 14:56

Haikane force-pushed the ms/bf-market-price branch from 856187b to b90fb3e Compare March 23, 2026 21:40

style: apply nightly rustfmt formatting

15f49db

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

dianacarvalho1 approved these changes Mar 24, 2026

View reviewed changes

Merge main into ms/bf-market-price

55d20bb

Resolve conflict in token_gas_price.rs by taking the BF branch version, which replaces the DFS-based pricing entirely with Bellman-Ford SPFA. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

tvinagre added the not launch label Mar 26, 2026

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refactor: replace DFS market price with Bellman-Ford SPFA#103

refactor: replace DFS market price with Bellman-Ford SPFA#103
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Haikane commented Mar 16, 2026

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