@fanx-protocol/smart-order-router 0.0.1

package/build/main/routers/alpha-router/gas-models/tick-based-heuristic-gas-model.js

@@ -0,0 +1,185 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TickBasedHeuristicGasModelFactory = void 0;
+const bignumber_1 = require("@ethersproject/bignumber");
+const sdk_core_1 = require("@fanx-protocol/sdk-core");
+const util_1 = require("../../../util");
+const gas_factory_helpers_1 = require("../../../util/gas-factory-helpers");
+const gas_costs_1 = require("./gas-costs");
+const gas_model_1 = require("./gas-model");
+class TickBasedHeuristicGasModelFactory extends gas_model_1.IOnChainGasModelFactory {
+    constructor(provider) {
+        super();
+        this.provider = provider;
+    }
+    async buildGasModelInternal({ chainId, gasPriceWei, pools, amountToken, quoteToken, l2GasDataProvider, providerConfig, }) {
+        const l2GasData = l2GasDataProvider
+            ? await l2GasDataProvider.getGasData(providerConfig)
+            : undefined;
+        const usdPool = pools.usdPool;
+        const calculateL1GasFees = async (route) => {
+            return await (0, gas_factory_helpers_1.calculateL1GasFeesHelper)(route, chainId, usdPool, quoteToken, pools.nativeAndQuoteTokenV3Pool, this.provider, l2GasData, providerConfig);
+        };
+        const nativeCurrency = util_1.WRAPPED_NATIVE_CURRENCY[chainId];
+        let nativeAmountPool = null;
+        if (!amountToken.equals(nativeCurrency)) {
+            nativeAmountPool = pools.nativeAndAmountTokenV3Pool;
+        }
+        const usdToken = usdPool.token0.equals(nativeCurrency)
+            ? usdPool.token1
+            : usdPool.token0;
+        const estimateGasCost = (routeWithValidQuote) => {
+            var _a;
+            const { totalGasCostNativeCurrency, baseGasUse } = this.estimateGas(routeWithValidQuote, gasPriceWei, chainId, providerConfig);
+            /** ------ MARK: USD logic  -------- */
+            // We only need to go through V2 and V3 USD pools for now,
+            // because v4 pools don't have deep liquidity yet.
+            // If one day, we see v3 usd pools have much deeper liquidity than v2/v3 usd pools, then we will add v4 pools for gas cost
+            const gasCostInTermsOfUSD = (0, gas_model_1.getQuoteThroughNativePool)(chainId, totalGasCostNativeCurrency, usdPool);
+            /** ------ MARK: Conditional logic run if gasToken is specified  -------- */
+            const nativeAndSpecifiedGasTokenPool = pools.nativeAndSpecifiedGasTokenV3Pool;
+            let gasCostInTermsOfGasToken = undefined;
+            // we don't want to fetch the gasToken pool if the gasToken is the native currency
+            if (nativeAndSpecifiedGasTokenPool) {
+                // We only need to go through V2 and V3 USD pools for now,
+                // because v4 pools don't have deep liquidity yet.
+                // If one day, we see v3 usd pools have much deeper liquidity than v2/v3 usd pools, then we will add v4 pools for gas cost
+                gasCostInTermsOfGasToken = (0, gas_model_1.getQuoteThroughNativePool)(chainId, totalGasCostNativeCurrency, nativeAndSpecifiedGasTokenPool);
+            }
+            // if the gasToken is the native currency, we can just use the totalGasCostNativeCurrency
+            else if ((_a = providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.gasToken) === null || _a === void 0 ? void 0 : _a.equals(nativeCurrency)) {
+                gasCostInTermsOfGasToken = totalGasCostNativeCurrency;
+            }
+            /** ------ MARK: return early if quoteToken is wrapped native currency ------- */
+            if (quoteToken.equals(nativeCurrency)) {
+                return {
+                    gasEstimate: baseGasUse,
+                    gasCostInToken: totalGasCostNativeCurrency,
+                    gasCostInUSD: gasCostInTermsOfUSD,
+                    gasCostInGasToken: gasCostInTermsOfGasToken,
+                };
+            }
+            /** ------ MARK: Main gas logic in terms of quote token -------- */
+            // Since the quote token is not in the native currency, we convert the gas cost to be in terms of the quote token.
+            // We do this by getting the highest liquidity <quoteToken>/<nativeCurrency> pool. eg. <quoteToken>/ETH pool.
+            const nativeAndQuoteTokenPool = pools.nativeAndQuoteTokenV3Pool;
+            let gasCostInTermsOfQuoteToken = null;
+            if (nativeAndQuoteTokenPool) {
+                // We only need to go through V2 and V3 USD pools for now,
+                // because v4 pools don't have deep liquidity yet.
+                // If one day, we see v3 usd pools have much deeper liquidity than v2/v3 usd pools, then we will add v4 pools for gas cost
+                gasCostInTermsOfQuoteToken = (0, gas_model_1.getQuoteThroughNativePool)(chainId, totalGasCostNativeCurrency, nativeAndQuoteTokenPool);
+            }
+            // We may have a nativeAmountPool, but not a nativePool
+            else {
+                util_1.log.info(`Unable to find ${nativeCurrency.symbol} pool with the quote token, ${quoteToken.symbol} to produce gas adjusted costs. Using amountToken to calculate gas costs.`);
+            }
+            /** ------ MARK: (V3 ONLY) Logic for calculating synthetic gas cost in terms of amount token -------- */
+            // TODO: evaluate effectiveness and potentially refactor
+            // Highest liquidity pool for the non quote token / ETH
+            // A pool with the non quote token / ETH should not be required and errors should be handled separately
+            if (nativeAmountPool) {
+                // get current execution price (amountToken / quoteToken)
+                const executionPrice = new sdk_core_1.Price(routeWithValidQuote.amount.currency, routeWithValidQuote.quote.currency, routeWithValidQuote.amount.quotient, routeWithValidQuote.quote.quotient);
+                const inputIsToken0 = nativeAmountPool.token0.address == nativeCurrency.address;
+                // ratio of input / native
+                const nativeAndAmountTokenPrice = inputIsToken0
+                    ? nativeAmountPool.token0Price
+                    : nativeAmountPool.token1Price;
+                const gasCostInTermsOfAmountToken = nativeAndAmountTokenPrice.quote(totalGasCostNativeCurrency);
+                // Convert gasCostInTermsOfAmountToken to quote token using execution price
+                let syntheticGasCostInTermsOfQuoteToken;
+                try {
+                    syntheticGasCostInTermsOfQuoteToken = executionPrice.quote(gasCostInTermsOfAmountToken);
+                }
+                catch (err) {
+                    if (err instanceof RangeError &&
+                        err.message.includes('Division by zero')) {
+                        // If the quote fails (division by zero), set syntheticGasCostInTermsOfQuoteToken to null
+                        syntheticGasCostInTermsOfQuoteToken = null;
+                    }
+                    else {
+                        // any other error, throw
+                        throw err;
+                    }
+                }
+                // Note that the syntheticGasCost being lessThan the original quoted value is not always strictly better
+                // e.g. the scenario where the amountToken/ETH pool is very illiquid as well and returns an extremely small number
+                // however, it is better to have the gasEstimation be almost 0 than almost infinity, as the user will still receive a quote
+                if (syntheticGasCostInTermsOfQuoteToken !== null &&
+                    (gasCostInTermsOfQuoteToken === null ||
+                        syntheticGasCostInTermsOfQuoteToken.lessThan(gasCostInTermsOfQuoteToken.asFraction))) {
+                    util_1.log.info({
+                        nativeAndAmountTokenPrice: nativeAndAmountTokenPrice.toSignificant(6),
+                        gasCostInTermsOfQuoteToken: gasCostInTermsOfQuoteToken
+                            ? gasCostInTermsOfQuoteToken.toExact()
+                            : 0,
+                        gasCostInTermsOfAmountToken: gasCostInTermsOfAmountToken.toExact(),
+                        executionPrice: executionPrice.toSignificant(6),
+                        syntheticGasCostInTermsOfQuoteToken: syntheticGasCostInTermsOfQuoteToken === null || syntheticGasCostInTermsOfQuoteToken === void 0 ? void 0 : syntheticGasCostInTermsOfQuoteToken.toSignificant(6),
+                    }, 'New gasCostInTermsOfQuoteToken calculated with synthetic quote token price is less than original');
+                    gasCostInTermsOfQuoteToken = syntheticGasCostInTermsOfQuoteToken;
+                }
+            }
+            // If gasCostInTermsOfQuoteToken is null, both attempts to calculate gasCostInTermsOfQuoteToken failed (nativePool and amountNativePool)
+            if (gasCostInTermsOfQuoteToken === null) {
+                util_1.log.info(`Unable to find ${nativeCurrency.symbol} pool with the quote token, ${quoteToken.symbol}, or amount Token, ${amountToken.symbol} to produce gas adjusted costs. Route will not account for gas.`);
+                return {
+                    gasEstimate: baseGasUse,
+                    gasCostInToken: util_1.CurrencyAmount.fromRawAmount(quoteToken, 0),
+                    gasCostInUSD: util_1.CurrencyAmount.fromRawAmount(usdToken, 0),
+                };
+            }
+            return {
+                gasEstimate: baseGasUse,
+                gasCostInToken: gasCostInTermsOfQuoteToken,
+                gasCostInUSD: gasCostInTermsOfUSD,
+                gasCostInGasToken: gasCostInTermsOfGasToken,
+            };
+        };
+        return {
+            estimateGasCost: estimateGasCost.bind(this),
+            calculateL1GasFees,
+        };
+    }
+    estimateGas(routeWithValidQuote, gasPriceWei, chainId, providerConfig) {
+        var _a;
+        const totalInitializedTicksCrossed = this.totalInitializedTicksCrossed(routeWithValidQuote.initializedTicksCrossedList);
+        const totalHops = bignumber_1.BigNumber.from(routeWithValidQuote.route.pools.length);
+        let hopsGasUse = (0, gas_costs_1.COST_PER_HOP)(chainId).mul(totalHops);
+        // We have observed that this algorithm tends to underestimate single hop swaps.
+        // We add a buffer in the case of a single hop swap.
+        if (totalHops.eq(1)) {
+            hopsGasUse = hopsGasUse.add((0, gas_costs_1.SINGLE_HOP_OVERHEAD)(chainId));
+        }
+        // Some tokens have extremely expensive transferFrom functions, which causes
+        // us to underestimate them by a large amount. For known tokens, we apply an
+        // adjustment.
+        const tokenOverhead = (0, gas_costs_1.TOKEN_OVERHEAD)(chainId, routeWithValidQuote.route);
+        const tickGasUse = (0, gas_costs_1.COST_PER_INIT_TICK)(chainId).mul(totalInitializedTicksCrossed);
+        const uninitializedTickGasUse = gas_costs_1.COST_PER_UNINIT_TICK.mul(0);
+        /*
+        // Eventually we can just use the quoter gas estimate for the base gas use
+        // It will be more accurate than doing the offchain gas estimate like below
+        // V4 hookful routing is not supported
+        // const baseGasUse = routeWithValidQuote.quoterGasEstimate
+        */
+        // base estimate gas used based on chainId estimates for hops and ticks gas useage
+        const baseGasUse = (0, gas_costs_1.BASE_SWAP_COST)(chainId)
+            .add(hopsGasUse)
+            .add(tokenOverhead)
+            .add(tickGasUse)
+            .add(uninitializedTickGasUse)
+            .add((_a = providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.additionalGasOverhead) !== null && _a !== void 0 ? _a : bignumber_1.BigNumber.from(0));
+        const baseGasCostWei = gasPriceWei.mul(baseGasUse);
+        const wrappedCurrency = util_1.WRAPPED_NATIVE_CURRENCY[chainId];
+        const totalGasCostNativeCurrency = util_1.CurrencyAmount.fromRawAmount(wrappedCurrency, baseGasCostWei.toString());
+        return {
+            totalGasCostNativeCurrency,
+            totalInitializedTicksCrossed,
+            baseGasUse,
+        };
+    }
+}
+exports.TickBasedHeuristicGasModelFactory = TickBasedHeuristicGasModelFactory;
+//# sourceMappingURL=data:application/json;base64,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

package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.d.ts

@@ -0,0 +1,31 @@
+import { BigNumber } from '@ethersproject/bignumber';
+import { BaseProvider } from '@ethersproject/providers';
+import { V2RouteWithValidQuote } from '../../entities/route-with-valid-quote';
+import { BuildV2GasModelFactoryType, IGasModel, IV2GasModelFactory } from '../gas-model';
+export declare const BASE_SWAP_COST: BigNumber;
+export declare const COST_PER_EXTRA_HOP: BigNumber;
+/**
+ * Computes a gas estimate for a V2 swap using heuristics.
+ * Considers number of hops in the route and the typical base cost for a swap.
+ *
+ * We compute gas estimates off-chain because
+ *  1/ Calling eth_estimateGas for a swaps requires the caller to have
+ *     the full balance token being swapped, and approvals.
+ *  2/ Tracking gas used using a wrapper contract is not accurate with Multicall
+ *     due to EIP-2929. We would have to make a request for every swap we wanted to estimate.
+ *  3/ For V2 we simulate all our swaps off-chain so have no way to track gas used.
+ *
+ * Note, certain tokens e.g. rebasing/fee-on-transfer, may incur higher gas costs than
+ * what we estimate here. This is because they run extra logic on token transfer.
+ *
+ * @export
+ * @class V2HeuristicGasModelFactory
+ */
+export declare class V2HeuristicGasModelFactory extends IV2GasModelFactory {
+    private provider;
+    constructor(provider: BaseProvider);
+    buildGasModel({ chainId, gasPriceWei, poolProvider, token, l2GasDataProvider, providerConfig, }: BuildV2GasModelFactoryType): Promise<IGasModel<V2RouteWithValidQuote>>;
+    private estimateGas;
+    private getEthPool;
+    private getHighestLiquidityUSDPool;
+}

package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.js

@@ -0,0 +1,169 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.V2HeuristicGasModelFactory = exports.COST_PER_EXTRA_HOP = exports.BASE_SWAP_COST = void 0;
+const bignumber_1 = require("@ethersproject/bignumber");
+const lodash_1 = __importDefault(require("lodash"));
+const util_1 = require("../../../../util");
+const amounts_1 = require("../../../../util/amounts");
+const gas_factory_helpers_1 = require("../../../../util/gas-factory-helpers");
+const gas_model_1 = require("../gas-model");
+// Constant cost for doing any swap regardless of pools.
+exports.BASE_SWAP_COST = bignumber_1.BigNumber.from(135000); // 115000, bumped up by 20_000 @eric 7/8/2022
+// Constant per extra hop in the route.
+exports.COST_PER_EXTRA_HOP = bignumber_1.BigNumber.from(50000); // 20000, bumped up by 30_000 @eric 7/8/2022
+/**
+ * Computes a gas estimate for a V2 swap using heuristics.
+ * Considers number of hops in the route and the typical base cost for a swap.
+ *
+ * We compute gas estimates off-chain because
+ *  1/ Calling eth_estimateGas for a swaps requires the caller to have
+ *     the full balance token being swapped, and approvals.
+ *  2/ Tracking gas used using a wrapper contract is not accurate with Multicall
+ *     due to EIP-2929. We would have to make a request for every swap we wanted to estimate.
+ *  3/ For V2 we simulate all our swaps off-chain so have no way to track gas used.
+ *
+ * Note, certain tokens e.g. rebasing/fee-on-transfer, may incur higher gas costs than
+ * what we estimate here. This is because they run extra logic on token transfer.
+ *
+ * @export
+ * @class V2HeuristicGasModelFactory
+ */
+class V2HeuristicGasModelFactory extends gas_model_1.IV2GasModelFactory {
+    constructor(provider) {
+        super();
+        this.provider = provider;
+    }
+    async buildGasModel({ chainId, gasPriceWei, poolProvider, token, l2GasDataProvider, providerConfig, }) {
+        const l2GasData = l2GasDataProvider
+            ? await l2GasDataProvider.getGasData(providerConfig)
+            : undefined;
+        const usdPoolPromise = this.getHighestLiquidityUSDPool(chainId, poolProvider, providerConfig);
+        // Only fetch the native gasToken pool if specified by the config AND the gas token is not the native currency.
+        const nativeAndSpecifiedGasTokenPoolPromise = (providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.gasToken) &&
+            !(providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.gasToken.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId]))
+            ? this.getEthPool(chainId, providerConfig.gasToken, poolProvider, providerConfig)
+            : Promise.resolve(null);
+        const [usdPool, nativeAndSpecifiedGasTokenPool] = await Promise.all([
+            usdPoolPromise,
+            nativeAndSpecifiedGasTokenPoolPromise,
+        ]);
+        let ethPool = null;
+        if (!token.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId])) {
+            ethPool = await this.getEthPool(chainId, token, poolProvider, providerConfig);
+        }
+        const usdToken = usdPool.token0.address == util_1.WRAPPED_NATIVE_CURRENCY[chainId].address
+            ? usdPool.token1
+            : usdPool.token0;
+        const calculateL1GasFees = async (route) => {
+            const nativePool = !token.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId])
+                ? await (0, gas_factory_helpers_1.getV2NativePool)(token, poolProvider, providerConfig)
+                : null;
+            return await (0, gas_factory_helpers_1.calculateL1GasFeesHelper)(route, chainId, usdPool, token, nativePool, this.provider, l2GasData);
+        };
+        return {
+            estimateGasCost: (routeWithValidQuote) => {
+                var _a;
+                const { gasCostInEth, gasUse } = this.estimateGas(routeWithValidQuote, gasPriceWei, chainId, providerConfig);
+                /** ------ MARK: USD logic  -------- */
+                const gasCostInTermsOfUSD = (0, gas_model_1.getQuoteThroughNativePool)(chainId, gasCostInEth, usdPool);
+                /** ------ MARK: Conditional logic run if gasToken is specified  -------- */
+                let gasCostInTermsOfGasToken = undefined;
+                if (nativeAndSpecifiedGasTokenPool) {
+                    gasCostInTermsOfGasToken = (0, gas_model_1.getQuoteThroughNativePool)(chainId, gasCostInEth, nativeAndSpecifiedGasTokenPool);
+                }
+                // if the gasToken is the native currency, we can just use the gasCostInEth
+                else if ((_a = providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.gasToken) === null || _a === void 0 ? void 0 : _a.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId])) {
+                    gasCostInTermsOfGasToken = gasCostInEth;
+                }
+                /** ------ MARK: return early if quoteToken is wrapped native currency ------- */
+                if (token.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId])) {
+                    return {
+                        gasEstimate: gasUse,
+                        gasCostInToken: gasCostInEth,
+                        gasCostInUSD: gasCostInTermsOfUSD,
+                        gasCostInGasToken: gasCostInTermsOfGasToken,
+                    };
+                }
+                // If the quote token is not WETH, we convert the gas cost to be in terms of the quote token.
+                // We do this by getting the highest liquidity <token>/ETH pool.
+                if (!ethPool) {
+                    util_1.log.info('Unable to find ETH pool with the quote token to produce gas adjusted costs. Route will not account for gas.');
+                    return {
+                        gasEstimate: gasUse,
+                        gasCostInToken: amounts_1.CurrencyAmount.fromRawAmount(token, 0),
+                        gasCostInUSD: amounts_1.CurrencyAmount.fromRawAmount(usdToken, 0),
+                    };
+                }
+                const gasCostInTermsOfQuoteToken = (0, gas_model_1.getQuoteThroughNativePool)(chainId, gasCostInEth, ethPool);
+                return {
+                    gasEstimate: gasUse,
+                    gasCostInToken: gasCostInTermsOfQuoteToken,
+                    gasCostInUSD: gasCostInTermsOfUSD,
+                    gasCostInGasToken: gasCostInTermsOfGasToken,
+                };
+            },
+            calculateL1GasFees,
+        };
+    }
+    estimateGas(routeWithValidQuote, gasPriceWei, chainId, providerConfig) {
+        const hops = routeWithValidQuote.route.pairs.length;
+        let gasUse = exports.BASE_SWAP_COST.add(exports.COST_PER_EXTRA_HOP.mul(hops - 1));
+        if (providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.additionalGasOverhead) {
+            gasUse = gasUse.add(providerConfig.additionalGasOverhead);
+        }
+        const totalGasCostWei = gasPriceWei.mul(gasUse);
+        const weth = util_1.WRAPPED_NATIVE_CURRENCY[chainId];
+        const gasCostInEth = amounts_1.CurrencyAmount.fromRawAmount(weth, totalGasCostWei.toString());
+        return { gasCostInEth, gasUse };
+    }
+    async getEthPool(chainId, token, poolProvider, providerConfig) {
+        const weth = util_1.WRAPPED_NATIVE_CURRENCY[chainId];
+        const poolAccessor = await poolProvider.getPools([[weth, token]], providerConfig);
+        const pool = poolAccessor.getPool(weth, token);
+        if (!pool || pool.reserve0.equalTo(0) || pool.reserve1.equalTo(0)) {
+            util_1.log.error({
+                weth,
+                token,
+                reserve0: pool === null || pool === void 0 ? void 0 : pool.reserve0.toExact(),
+                reserve1: pool === null || pool === void 0 ? void 0 : pool.reserve1.toExact(),
+            }, `Could not find a valid WETH pool with ${token.symbol} for computing gas costs.`);
+            return null;
+        }
+        return pool;
+    }
+    async getHighestLiquidityUSDPool(chainId, poolProvider, providerConfig) {
+        const usdTokens = gas_model_1.usdGasTokensByChain[chainId];
+        if (!usdTokens) {
+            throw new Error(`Could not find a USD token for computing gas costs on ${chainId}`);
+        }
+        const usdPools = lodash_1.default.map(usdTokens, (usdToken) => [
+            usdToken,
+            util_1.WRAPPED_NATIVE_CURRENCY[chainId],
+        ]);
+        const poolAccessor = await poolProvider.getPools(usdPools, providerConfig);
+        const poolsRaw = poolAccessor.getAllPools();
+        const pools = poolsRaw.filter((pool) => pool.reserve0.greaterThan(0) &&
+            pool.reserve1.greaterThan(0) &&
+            // this case should never happen in production, but when we mock the pool provider it may return non native pairs
+            (pool.token0.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId]) ||
+                pool.token1.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId])));
+        if (pools.length == 0) {
+            util_1.log.error({ pools }, `Could not find a USD/WETH pool for computing gas costs.`);
+            throw new Error(`Can't find USD/WETH pool for computing gas costs.`);
+        }
+        const maxPool = lodash_1.default.maxBy(pools, (pool) => {
+            if (pool.token0.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId])) {
+                return parseFloat(pool.reserve0.toSignificant(2));
+            }
+            else {
+                return parseFloat(pool.reserve1.toSignificant(2));
+            }
+        });
+        return maxPool;
+    }
+}
+exports.V2HeuristicGasModelFactory = V2HeuristicGasModelFactory;
+//# sourceMappingURL=data:application/json;base64,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

package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.d.ts

@@ -0,0 +1,26 @@
+import { V3RouteWithValidQuote } from '../../entities/route-with-valid-quote';
+import { BuildOnChainGasModelFactoryType, IGasModel } from '../gas-model';
+import { BaseProvider } from '@ethersproject/providers';
+import { TickBasedHeuristicGasModelFactory } from '../tick-based-heuristic-gas-model';
+/**
+ * Computes a gas estimate for a V3 swap using heuristics.
+ * Considers number of hops in the route, number of ticks crossed
+ * and the typical base cost for a swap.
+ *
+ * We get the number of ticks crossed in a swap from the QuoterV2
+ * contract.
+ *
+ * We compute gas estimates off-chain because
+ *  1/ Calling eth_estimateGas for a swaps requires the caller to have
+ *     the full balance token being swapped, and approvals.
+ *  2/ Tracking gas used using a wrapper contract is not accurate with Multicall
+ *     due to EIP-2929. We would have to make a request for every swap we wanted to estimate.
+ *  3/ For V2 we simulate all our swaps off-chain so have no way to track gas used.
+ *
+ * @export
+ * @class V3HeuristicGasModelFactory
+ */
+export declare class V3HeuristicGasModelFactory extends TickBasedHeuristicGasModelFactory<V3RouteWithValidQuote> {
+    constructor(provider: BaseProvider);
+    buildGasModel({ chainId, gasPriceWei, pools, amountToken, quoteToken, v2poolProvider, l2GasDataProvider, providerConfig, }: BuildOnChainGasModelFactoryType): Promise<IGasModel<V3RouteWithValidQuote>>;
+}

package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.js

@@ -0,0 +1,41 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.V3HeuristicGasModelFactory = void 0;
+const tick_based_heuristic_gas_model_1 = require("../tick-based-heuristic-gas-model");
+/**
+ * Computes a gas estimate for a V3 swap using heuristics.
+ * Considers number of hops in the route, number of ticks crossed
+ * and the typical base cost for a swap.
+ *
+ * We get the number of ticks crossed in a swap from the QuoterV2
+ * contract.
+ *
+ * We compute gas estimates off-chain because
+ *  1/ Calling eth_estimateGas for a swaps requires the caller to have
+ *     the full balance token being swapped, and approvals.
+ *  2/ Tracking gas used using a wrapper contract is not accurate with Multicall
+ *     due to EIP-2929. We would have to make a request for every swap we wanted to estimate.
+ *  3/ For V2 we simulate all our swaps off-chain so have no way to track gas used.
+ *
+ * @export
+ * @class V3HeuristicGasModelFactory
+ */
+class V3HeuristicGasModelFactory extends tick_based_heuristic_gas_model_1.TickBasedHeuristicGasModelFactory {
+    constructor(provider) {
+        super(provider);
+    }
+    async buildGasModel({ chainId, gasPriceWei, pools, amountToken, quoteToken, v2poolProvider, l2GasDataProvider, providerConfig, }) {
+        return await super.buildGasModelInternal({
+            chainId,
+            gasPriceWei,
+            pools,
+            amountToken,
+            quoteToken,
+            v2poolProvider,
+            l2GasDataProvider,
+            providerConfig,
+        });
+    }
+}
+exports.V3HeuristicGasModelFactory = V3HeuristicGasModelFactory;
+//# sourceMappingURL=data:application/json;base64,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

package/build/main/routers/alpha-router/index.d.ts

@@ -0,0 +1,4 @@
+export * from './alpha-router';
+export * from './entities';
+export * from './gas-models';
+export * from './quoters';

package/build/main/routers/alpha-router/index.js

@@ -0,0 +1,21 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./alpha-router"), exports);
+__exportStar(require("./entities"), exports);
+__exportStar(require("./gas-models"), exports);
+__exportStar(require("./quoters"), exports);
+//# sourceMappingURL=data:application/json;base64,eyJ2ZXJzaW9uIjozLCJmaWxlIjoiaW5kZXguanMiLCJzb3VyY2VSb290IjoiIiwic291cmNlcyI6WyIuLi8uLi8uLi8uLi9zcmMvcm91dGVycy9hbHBoYS1yb3V0ZXIvaW5kZXgudHMiXSwibmFtZXMiOltdLCJtYXBwaW5ncyI6Ijs7Ozs7Ozs7Ozs7Ozs7OztBQUFBLGlEQUErQjtBQUMvQiw2Q0FBMkI7QUFDM0IsK0NBQTZCO0FBQzdCLDRDQUEwQiJ9

package/build/main/routers/alpha-router/quoters/base-quoter.d.ts

@@ -0,0 +1,76 @@
+import { BigNumber } from '@ethersproject/bignumber';
+import { Protocol } from '@fanx-protocol/router-sdk';
+import { ChainId, Currency, Token, TradeType } from '@fanx-protocol/sdk-core';
+import { ITokenListProvider, ITokenProvider, ITokenValidatorProvider, TokenValidationResult } from '../../../providers';
+import { CurrencyAmount } from '../../../util';
+import { SupportedRoutes } from '../../router';
+import { AlphaRouterConfig } from '../alpha-router';
+import { RouteWithValidQuote } from '../entities/route-with-valid-quote';
+import { CandidatePoolsBySelectionCriteria, CrossLiquidityCandidatePools, SupportedCandidatePools, V2CandidatePools, V3CandidatePools } from '../functions/get-candidate-pools';
+import { IGasModel } from '../gas-models';
+import { TPool } from '@fanx-protocol/router-sdk/dist/utils/TPool';
+import { GetQuotesResult, GetRoutesResult } from './model/results';
+/**
+ * Interface for a Quoter.
+ * Defines the base dependencies, helper methods and interface for how to fetch quotes.
+ *
+ * @abstract
+ * @template CandidatePools
+ * @template Route
+ */
+export declare abstract class BaseQuoter<CandidatePools extends SupportedCandidatePools | [
+    V3CandidatePools,
+    V2CandidatePools,
+    CrossLiquidityCandidatePools
+], Route extends SupportedRoutes, TCurrency extends Currency> {
+    protected tokenProvider: ITokenProvider;
+    protected chainId: ChainId;
+    protected protocol: Protocol;
+    protected blockedTokenListProvider?: ITokenListProvider;
+    protected tokenValidatorProvider?: ITokenValidatorProvider;
+    constructor(tokenProvider: ITokenProvider, chainId: ChainId, protocol: Protocol, blockedTokenListProvider?: ITokenListProvider, tokenValidatorProvider?: ITokenValidatorProvider);
+    /**
+     * Protected method in charge of fetching the routes for the tokenIn/tokenOut pair.
+     *
+     * @protected
+     * @abstract
+     * @param tokenIn The token that the user wants to provide
+     * @param tokenOut The token that the usaw wants to receive
+     * @param candidatePools the candidate pools that are used to generate the routes
+     * @param tradeType The type of quote the user wants. He could want to provide exactly X tokenIn or receive exactly X tokenOut
+     * @param routingConfig
+     * @returns Promise<GetRoutesResult<Route>>
+     */
+    protected abstract getRoutes(tokenIn: TCurrency, tokenOut: TCurrency, candidatePools: CandidatePools, tradeType: TradeType, routingConfig: AlphaRouterConfig): Promise<GetRoutesResult<Route>>;
+    /**
+     * Public method that will fetch quotes for the combination of every route and every amount.
+     *
+     * @param routes the list of route that can be used to fetch a quote.
+     * @param amounts the list of amounts to query for EACH route.
+     * @param percents the percentage of each amount.
+     * @param quoteToken
+     * @param tradeType
+     * @param routingConfig
+     * @param candidatePools the candidate pools that were used to generate the routes
+     * @param gasModel the gasModel to be used for estimating gas cost
+     * @param gasPriceWei instead of passing gasModel, gasPriceWei is used to generate a gasModel
+     * @returns Promise<GetQuotesResult<Route>>
+     */
+    abstract getQuotes(routes: Route[], amounts: CurrencyAmount[], percents: number[], quoteToken: Token, tradeType: TradeType, routingConfig: AlphaRouterConfig, candidatePools?: CandidatePoolsBySelectionCriteria, gasModel?: IGasModel<RouteWithValidQuote>, gasPriceWei?: BigNumber): Promise<GetQuotesResult>;
+    /**
+     * Public method which would first get the routes and then get the quotes.
+     *
+     * @param tokenIn The token that the user wants to provide
+     * @param tokenOut The token that the usaw wants to receive
+     * @param amounts the list of amounts to query for EACH route.
+     * @param percents the percentage of each amount.
+     * @param quoteToken
+     * @param candidatePools
+     * @param tradeType
+     * @param routingConfig
+     * @param gasModel the gasModel to be used for estimating gas cost
+     * @param gasPriceWei instead of passing gasModel, gasPriceWei is used to generate a gasModel
+     */
+    getRoutesThenQuotes(tokenIn: TCurrency, tokenOut: TCurrency, amount: CurrencyAmount, amounts: CurrencyAmount[], percents: number[], quoteToken: Token, candidatePools: CandidatePools, tradeType: TradeType, routingConfig: AlphaRouterConfig, gasModel?: IGasModel<RouteWithValidQuote>, gasPriceWei?: BigNumber): Promise<GetQuotesResult>;
+    protected applyTokenValidatorToPools<T extends TPool>(pools: T[], isInvalidFn: (token: Currency, tokenValidation: TokenValidationResult | undefined) => boolean): Promise<T[]>;
+}