Dynamic multi-path transfers
Systems and methods for determining and executing complex multi-route transfers of digital assets are described. A multi-route transfer of a source asset for a destination asset may be determined by analyzing a graph representing a plurality of assets and exchanges to determine a plurality of unique transfer paths. A transfer path may reflect a direct transfer in which the source asset is swapped for the destination asset, or it may reflect a series of intermediate transfers in which the source asset is swapped for intermediate asset(s) that are swapped for the destination asset. Dynamic programming can be used to select the transfer paths to include in the multi-route transfer, how to distribute swaps across those transfer paths, and how to distribute swaps for each transfer of a transfer path—thereby optimizing for the total amount of the destination asset received while accounting for transaction fees.
1. A computer-implemented method performed by a swap platform, the method comprising:
receiving, from a user device of a user, an order to swap a starting amount of a source asset in exchange for a destination asset;
selecting a subset of intermediate assets from a datasource of assets based on asset data;
selecting a subset of exchanges from a datasource of exchanges based on the source asset, the destination asset, and exchange data;
generating a graph based on the subset of intermediate assets and the subset of exchanges, wherein the graph is a data structure comprising:
a plurality of nodes comprising:
a source node representing the source asset;
a destination node representing the destination asset; and
a plurality of intermediate nodes presenting the subset of intermediate assets;
a plurality of directed edges linking the plurality of nodes, wherein each edge links a pair of nodes and represents a transfer from a first asset represented by a first node of the pair to a second asset represented by a second node of the pair;
traversing the graph along every unique path from the source node to the destination node to evaluate a set of transfer paths, wherein each transfer path exchanges a portion of the starting amount of the source asset for an amount of the destination asset;
ranking the set of transfer paths based on the respective amount of destination asset received after transaction fees by each transfer path in the set of transfer paths;
determining a multi-route transfer comprising a combination of non-conflicting transfer paths that optimize a total amount of destination asset exchanged for the starting amount of the source asset after transaction fees, wherein the combination of non-conflicting transfer paths are selected from the set of transfer paths based on the ranking;
sending, to the user device, data indicating the multi-route transfer and the combination of transfer paths;
receiving, from the user device, a user input to execute the multi-route transfer; and
executing the multi-route transfer.
2. The computer-implemented method of claim 1 , wherein the subset of intermediate assets is selected from the datastore of assets based on the source asset and the destination asset indicated in the order.
3. The computer-implemented method of claim 1 , wherein at least one transfer path in the set of transfer paths comprises a direct transfer.
4. The computer-implemented method of claim 1 , wherein at least one transfer path in the set of transfer paths comprises an intermediate transfer.
5. The computer-implemented method of claim 1 , wherein evaluating the set of transfer paths is based on dynamic programming.
6. The computer-implemented method of claim 1 , wherein the number of intermediate nodes in the plurality of intermediate nodes is bound by a max number.
7. The computer-implemented method of claim 1 , wherein the source asset and the destination asset are both cryptocurrency tokens.
8. A computer system comprising:
one or more processing devices; and
one or more memory devices operably coupled to the one or more processing devices, the one or more memory devices storing executable code that, when executed by the one or more processing devices, causes the one or more processing devices to:
receive, from a user device of a user, an order to swap a starting amount of a source asset in exchange for a destination asset;
select a subset of intermediate assets from a datasource of assets based on asset data;
select a subset of exchanges from a datasource of exchanges based on the source asset, the destination asset, and exchange data;
generate a graph based on the subset of intermediate assets and the subset of exchanges, wherein the graph is a data structure comprising:
a plurality of nodes comprising:
a source node representing the source asset;
a destination node representing the destination asset; and
a plurality of intermediate nodes presenting the subset of intermediate assets;
a plurality of directed edges linking the plurality of nodes, wherein each edge links a pair of nodes and represents a transfer from a first asset represented by a first node of the pair to a second asset represented by a second node of the pair;
traverse the graph along every unique path from the source node to the destination node to evaluate a set of transfer paths, wherein each transfer path exchanges a portion of the starting amount of the source asset for an amount of the destination asset;
rank the set of transfer paths based on the respective amount of destination asset received after transaction fees by each transfer path in the set of transfer paths;
determine a multi-route transfer comprising a combination of non-conflicting transfer paths that optimize a total amount of destination asset exchanged for the starting amount of the source asset after transaction fees, wherein the combination of non-conflicting transfer paths are selected from the set of transfer paths based on the ranking;
send, to the user device, data indicating the multi-route transfer and the combination of transfer paths;
receive, from the user device, a user input to execute the multi-route transfer; and
execute the multi-route transfer.
9. The system of claim 8 , wherein the subset of intermediate assets is selected from the datastore of assets based on the source asset and the destination asset indicated in the order.
10. The system of claim 8 , wherein at least one transfer path in the set of transfer paths comprises a direct transfer.
11. The system of claim 8 , wherein at least one transfer path in the set of transfer paths comprises an intermediate transfer.
12. The system of claim 8 , wherein evaluating the set of transfer paths is based on dynamic programming.
13. The system of claim 8 , wherein the number of intermediate nodes in the plurality of intermediate nodes is bound by a max number.
14. A non-transient computer readable medium containing program instructions for causing a computer system to perform the steps of:
receiving, from a user device of a user, an order to swap a starting amount of a source asset in exchange for a destination asset;
selecting a subset of intermediate assets from a datasource of assets based on asset data;
selecting a subset of exchanges from a datasource of exchanges based on the source asset, the destination asset, and exchange data;
generating a graph based on the subset of intermediate assets and the subset of exchanges, wherein the graph is a data structure comprising:
a plurality of nodes comprising:
a source node representing the source asset;
a destination node representing the destination asset; and
a plurality of intermediate nodes presenting the subset of intermediate assets;
a plurality of directed edges linking the plurality of nodes, wherein each edge links a pair of nodes and represents a transfer from a first asset represented by a first node of the pair to a second asset represented by a second node of the pair;
traversing the graph along every unique path from the source node to the destination node to evaluate a set of transfer paths, wherein each transfer path exchanges a portion of the starting amount of the source asset for an amount of the destination asset;
ranking the set of transfer paths based on the respective amount of destination asset received after transaction fees by each transfer path in the set of transfer paths;
determining a multi-route transfer comprising a combination of non-conflicting transfer paths that optimize a total amount of destination asset exchanged for the starting amount of the source asset after transaction fees, wherein the combination of non-conflicting transfer paths are selected from the set of transfer paths based on the ranking;
sending, to the user device, data indicating the multi-route transfer and the combination of transfer paths;
receiving, from the user device, a user input to execute the multi-route transfer; and
executing the multi-route transfer.
15. The non-transient computer readable medium of claim 14 , wherein the subset of intermediate assets is selected from the datastore of assets based on the source asset and the destination asset indicated in the order.
16. The non-transient computer readable medium of claim 14 , wherein at least one transfer path in the set of transfer paths comprises a direct transfer.
17. The non-transient computer readable medium of claim 14 , wherein at least one transfer path in the set of transfer paths comprises an intermediate transfer.
18. The non-transient computer readable medium of claim 14 , wherein evaluating the set of transfer paths is based on dynamic programming.
19. The non-transient computer readable medium of claim 14 , wherein the number of intermediate nodes in the plurality of intermediate nodes is bound by a max number.
20. The non-transient computer readable medium of claim 14 , wherein the source asset and the destination asset are both cryptocurrency tokens.