@fanx-protocol/smart-order-router 0.0.1

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Files changed (438) hide show
  1. package/CHANGELOG.md +255 -0
  2. package/LICENSE +674 -0
  3. package/README.md +273 -0
  4. package/build/main/index.d.ts +3 -0
  5. package/build/main/index.js +20 -0
  6. package/build/main/providers/cache-node.d.ts +10 -0
  7. package/build/main/providers/cache-node.js +33 -0
  8. package/build/main/providers/cache.d.ts +14 -0
  9. package/build/main/providers/cache.js +3 -0
  10. package/build/main/providers/caching/route/index.d.ts +2 -0
  11. package/build/main/providers/caching/route/index.js +19 -0
  12. package/build/main/providers/caching/route/model/cache-mode.d.ts +16 -0
  13. package/build/main/providers/caching/route/model/cache-mode.js +21 -0
  14. package/build/main/providers/caching/route/model/cached-route.d.ts +29 -0
  15. package/build/main/providers/caching/route/model/cached-route.js +89 -0
  16. package/build/main/providers/caching/route/model/cached-routes.d.ts +67 -0
  17. package/build/main/providers/caching/route/model/cached-routes.js +81 -0
  18. package/build/main/providers/caching/route/model/index.d.ts +3 -0
  19. package/build/main/providers/caching/route/model/index.js +20 -0
  20. package/build/main/providers/caching/route/route-caching-provider.d.ts +88 -0
  21. package/build/main/providers/caching/route/route-caching-provider.js +72 -0
  22. package/build/main/providers/caching-gas-provider.d.ts +23 -0
  23. package/build/main/providers/caching-gas-provider.js +41 -0
  24. package/build/main/providers/caching-subgraph-provider.d.ts +33 -0
  25. package/build/main/providers/caching-subgraph-provider.js +37 -0
  26. package/build/main/providers/caching-token-list-provider.d.ts +52 -0
  27. package/build/main/providers/caching-token-list-provider.js +147 -0
  28. package/build/main/providers/caching-token-provider.d.ts +24 -0
  29. package/build/main/providers/caching-token-provider.js +108 -0
  30. package/build/main/providers/eip-1559-gas-price-provider.d.ts +31 -0
  31. package/build/main/providers/eip-1559-gas-price-provider.js +71 -0
  32. package/build/main/providers/eth-estimate-gas-provider.d.ts +19 -0
  33. package/build/main/providers/eth-estimate-gas-provider.js +94 -0
  34. package/build/main/providers/eth-gas-station-info-gas-price-provider.d.ts +19 -0
  35. package/build/main/providers/eth-gas-station-info-gas-price-provider.js +36 -0
  36. package/build/main/providers/gas-price-provider.d.ts +10 -0
  37. package/build/main/providers/gas-price-provider.js +10 -0
  38. package/build/main/providers/index.d.ts +38 -0
  39. package/build/main/providers/index.js +55 -0
  40. package/build/main/providers/legacy-gas-price-provider.d.ts +7 -0
  41. package/build/main/providers/legacy-gas-price-provider.js +18 -0
  42. package/build/main/providers/multicall-provider.d.ts +83 -0
  43. package/build/main/providers/multicall-provider.js +15 -0
  44. package/build/main/providers/multicall-uniswap-provider.d.ts +37 -0
  45. package/build/main/providers/multicall-uniswap-provider.js +164 -0
  46. package/build/main/providers/on-chain-gas-price-provider.d.ts +19 -0
  47. package/build/main/providers/on-chain-gas-price-provider.js +36 -0
  48. package/build/main/providers/on-chain-quote-provider.d.ts +258 -0
  49. package/build/main/providers/on-chain-quote-provider.js +693 -0
  50. package/build/main/providers/pool-provider.d.ts +44 -0
  51. package/build/main/providers/pool-provider.js +73 -0
  52. package/build/main/providers/portion-provider.d.ts +86 -0
  53. package/build/main/providers/portion-provider.js +118 -0
  54. package/build/main/providers/provider.d.ts +38 -0
  55. package/build/main/providers/provider.js +3 -0
  56. package/build/main/providers/simulation-provider.d.ts +43 -0
  57. package/build/main/providers/simulation-provider.js +136 -0
  58. package/build/main/providers/static-gas-price-provider.d.ts +7 -0
  59. package/build/main/providers/static-gas-price-provider.js +13 -0
  60. package/build/main/providers/subgraph-provider-with-fallback.d.ts +11 -0
  61. package/build/main/providers/subgraph-provider-with-fallback.js +25 -0
  62. package/build/main/providers/subgraph-provider.d.ts +51 -0
  63. package/build/main/providers/subgraph-provider.js +120 -0
  64. package/build/main/providers/swap-router-provider.d.ts +30 -0
  65. package/build/main/providers/swap-router-provider.js +42 -0
  66. package/build/main/providers/token-fee-fetcher.d.ts +31 -0
  67. package/build/main/providers/token-fee-fetcher.js +108 -0
  68. package/build/main/providers/token-properties-provider.d.ts +31 -0
  69. package/build/main/providers/token-properties-provider.js +118 -0
  70. package/build/main/providers/token-provider.d.ts +38 -0
  71. package/build/main/providers/token-provider.js +175 -0
  72. package/build/main/providers/token-validator-provider.d.ts +42 -0
  73. package/build/main/providers/token-validator-provider.js +99 -0
  74. package/build/main/providers/uri-subgraph-provider.d.ts +20 -0
  75. package/build/main/providers/uri-subgraph-provider.js +65 -0
  76. package/build/main/providers/v2/caching-pool-provider.d.ts +33 -0
  77. package/build/main/providers/v2/caching-pool-provider.js +89 -0
  78. package/build/main/providers/v2/caching-subgraph-provider.d.ts +19 -0
  79. package/build/main/providers/v2/caching-subgraph-provider.js +24 -0
  80. package/build/main/providers/v2/pool-provider.d.ts +63 -0
  81. package/build/main/providers/v2/pool-provider.js +138 -0
  82. package/build/main/providers/v2/quote-provider.d.ts +34 -0
  83. package/build/main/providers/v2/quote-provider.js +90 -0
  84. package/build/main/providers/v2/static-subgraph-provider.d.ts +19 -0
  85. package/build/main/providers/v2/static-subgraph-provider.js +75 -0
  86. package/build/main/providers/v2/subgraph-provider-with-fallback.d.ts +16 -0
  87. package/build/main/providers/v2/subgraph-provider-with-fallback.js +23 -0
  88. package/build/main/providers/v2/subgraph-provider.d.ts +36 -0
  89. package/build/main/providers/v2/subgraph-provider.js +174 -0
  90. package/build/main/providers/v2/uri-subgraph-provider.d.ts +4 -0
  91. package/build/main/providers/v2/uri-subgraph-provider.js +8 -0
  92. package/build/main/providers/v3/caching-pool-provider.d.ts +32 -0
  93. package/build/main/providers/v3/caching-pool-provider.js +84 -0
  94. package/build/main/providers/v3/caching-subgraph-provider.d.ts +19 -0
  95. package/build/main/providers/v3/caching-subgraph-provider.js +24 -0
  96. package/build/main/providers/v3/gas-data-provider.d.ts +39 -0
  97. package/build/main/providers/v3/gas-data-provider.js +26 -0
  98. package/build/main/providers/v3/pool-provider.d.ts +77 -0
  99. package/build/main/providers/v3/pool-provider.js +108 -0
  100. package/build/main/providers/v3/static-subgraph-provider.d.ts +21 -0
  101. package/build/main/providers/v3/static-subgraph-provider.js +89 -0
  102. package/build/main/providers/v3/subgraph-provider-with-fallback.d.ts +12 -0
  103. package/build/main/providers/v3/subgraph-provider-with-fallback.js +19 -0
  104. package/build/main/providers/v3/subgraph-provider.d.ts +46 -0
  105. package/build/main/providers/v3/subgraph-provider.js +54 -0
  106. package/build/main/providers/v3/uri-subgraph-provider.d.ts +4 -0
  107. package/build/main/providers/v3/uri-subgraph-provider.js +8 -0
  108. package/build/main/routers/alpha-router/alpha-router.d.ts +347 -0
  109. package/build/main/routers/alpha-router/alpha-router.js +1219 -0
  110. package/build/main/routers/alpha-router/config.d.ts +4 -0
  111. package/build/main/routers/alpha-router/config.js +40 -0
  112. package/build/main/routers/alpha-router/entities/index.d.ts +1 -0
  113. package/build/main/routers/alpha-router/entities/index.js +18 -0
  114. package/build/main/routers/alpha-router/entities/route-with-valid-quote.d.ts +167 -0
  115. package/build/main/routers/alpha-router/entities/route-with-valid-quote.js +166 -0
  116. package/build/main/routers/alpha-router/functions/best-swap-route.d.ts +22 -0
  117. package/build/main/routers/alpha-router/functions/best-swap-route.js +534 -0
  118. package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.d.ts +3 -0
  119. package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.js +18 -0
  120. package/build/main/routers/alpha-router/functions/compute-all-routes.d.ts +9 -0
  121. package/build/main/routers/alpha-router/functions/compute-all-routes.js +104 -0
  122. package/build/main/routers/alpha-router/functions/get-candidate-pools.d.ts +100 -0
  123. package/build/main/routers/alpha-router/functions/get-candidate-pools.js +1008 -0
  124. package/build/main/routers/alpha-router/gas-models/gas-costs.d.ts +12 -0
  125. package/build/main/routers/alpha-router/gas-models/gas-costs.js +90 -0
  126. package/build/main/routers/alpha-router/gas-models/gas-model.d.ts +106 -0
  127. package/build/main/routers/alpha-router/gas-models/gas-model.js +68 -0
  128. package/build/main/routers/alpha-router/gas-models/index.d.ts +2 -0
  129. package/build/main/routers/alpha-router/gas-models/index.js +19 -0
  130. package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.d.ts +24 -0
  131. package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.js +161 -0
  132. package/build/main/routers/alpha-router/gas-models/tick-based-heuristic-gas-model.d.ts +15 -0
  133. package/build/main/routers/alpha-router/gas-models/tick-based-heuristic-gas-model.js +185 -0
  134. package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.d.ts +31 -0
  135. package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.js +169 -0
  136. package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.d.ts +26 -0
  137. package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.js +41 -0
  138. package/build/main/routers/alpha-router/index.d.ts +4 -0
  139. package/build/main/routers/alpha-router/index.js +21 -0
  140. package/build/main/routers/alpha-router/quoters/base-quoter.d.ts +76 -0
  141. package/build/main/routers/alpha-router/quoters/base-quoter.js +76 -0
  142. package/build/main/routers/alpha-router/quoters/index.d.ts +5 -0
  143. package/build/main/routers/alpha-router/quoters/index.js +22 -0
  144. package/build/main/routers/alpha-router/quoters/mixed-quoter.d.ts +28 -0
  145. package/build/main/routers/alpha-router/quoters/mixed-quoter.js +154 -0
  146. package/build/main/routers/alpha-router/quoters/model/index.d.ts +1 -0
  147. package/build/main/routers/alpha-router/quoters/model/index.js +18 -0
  148. package/build/main/routers/alpha-router/quoters/model/results/get-quotes-result.d.ts +6 -0
  149. package/build/main/routers/alpha-router/quoters/model/results/get-quotes-result.js +3 -0
  150. package/build/main/routers/alpha-router/quoters/model/results/get-routes-result.d.ts +6 -0
  151. package/build/main/routers/alpha-router/quoters/model/results/get-routes-result.js +3 -0
  152. package/build/main/routers/alpha-router/quoters/model/results/index.d.ts +2 -0
  153. package/build/main/routers/alpha-router/quoters/model/results/index.js +19 -0
  154. package/build/main/routers/alpha-router/quoters/v2-quoter.d.ts +24 -0
  155. package/build/main/routers/alpha-router/quoters/v2-quoter.js +140 -0
  156. package/build/main/routers/alpha-router/quoters/v3-quoter.d.ts +19 -0
  157. package/build/main/routers/alpha-router/quoters/v3-quoter.js +117 -0
  158. package/build/main/routers/index.d.ts +3 -0
  159. package/build/main/routers/index.js +20 -0
  160. package/build/main/routers/router.d.ts +186 -0
  161. package/build/main/routers/router.js +55 -0
  162. package/build/main/tsconfig.tsbuildinfo +1 -0
  163. package/build/main/types/other/commons.d.ts +16 -0
  164. package/build/main/types/other/commons.js +6 -0
  165. package/build/main/types/other/factories/Erc20__factory.d.ts +45 -0
  166. package/build/main/types/other/factories/Erc20__factory.js +240 -0
  167. package/build/main/types/other/factories/GasDataArbitrum__factory.d.ts +18 -0
  168. package/build/main/types/other/factories/GasDataArbitrum__factory.js +58 -0
  169. package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.d.ts +41 -0
  170. package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.js +156 -0
  171. package/build/main/types/other/factories/ITokenValidator__factory.d.ts +22 -0
  172. package/build/main/types/other/factories/ITokenValidator__factory.js +78 -0
  173. package/build/main/types/other/factories/MixedRouteQuoterV2__factory.d.ts +86 -0
  174. package/build/main/types/other/factories/MixedRouteQuoterV2__factory.js +477 -0
  175. package/build/main/types/other/factories/Permit2__factory.d.ts +87 -0
  176. package/build/main/types/other/factories/Permit2__factory.js +936 -0
  177. package/build/main/types/other/factories/SwapRouter02__factory.d.ts +67 -0
  178. package/build/main/types/other/factories/SwapRouter02__factory.js +1098 -0
  179. package/build/main/types/other/factories/TokenFeeDetector__factory.d.ts +47 -0
  180. package/build/main/types/other/factories/TokenFeeDetector__factory.js +243 -0
  181. package/build/main/types/v2/commons.d.ts +16 -0
  182. package/build/main/types/v2/commons.js +6 -0
  183. package/build/main/types/v2/factories/IUniswapV2Pair__factory.d.ts +35 -0
  184. package/build/main/types/v2/factories/IUniswapV2Pair__factory.js +671 -0
  185. package/build/main/types/v3/commons.d.ts +16 -0
  186. package/build/main/types/v3/commons.js +6 -0
  187. package/build/main/types/v3/factories/IERC20Metadata__factory.d.ts +35 -0
  188. package/build/main/types/v3/factories/IERC20Metadata__factory.js +242 -0
  189. package/build/main/types/v3/factories/IQuoterV2__factory.d.ts +41 -0
  190. package/build/main/types/v3/factories/IQuoterV2__factory.js +220 -0
  191. package/build/main/types/v3/factories/IUniswapV3PoolState__factory.d.ts +22 -0
  192. package/build/main/types/v3/factories/IUniswapV3PoolState__factory.js +266 -0
  193. package/build/main/types/v3/factories/UniswapInterfaceMulticall__factory.d.ts +61 -0
  194. package/build/main/types/v3/factories/UniswapInterfaceMulticall__factory.js +127 -0
  195. package/build/main/util/addresses.d.ts +24 -0
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  197. package/build/main/util/amounts.d.ts +9 -0
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  199. package/build/main/util/chains.d.ts +31 -0
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  201. package/build/main/util/gas-factory-helpers.d.ts +33 -0
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  203. package/build/main/util/index.d.ts +7 -0
  204. package/build/main/util/index.js +24 -0
  205. package/build/main/util/l2FeeChains.d.ts +2 -0
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  207. package/build/main/util/log.d.ts +3 -0
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  209. package/build/main/util/methodParameters.d.ts +5 -0
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  211. package/build/main/util/metric.d.ts +48 -0
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  213. package/build/main/util/onchainQuoteProviderConfigs.d.ts +42 -0
  214. package/build/main/util/onchainQuoteProviderConfigs.js +74 -0
  215. package/build/main/util/protocols.d.ts +2 -0
  216. package/build/main/util/protocols.js +20 -0
  217. package/build/main/util/routes.d.ts +11 -0
  218. package/build/main/util/routes.js +149 -0
  219. package/build/main/util/unsupported-tokens.d.ts +37 -0
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  221. package/build/module/index.d.ts +3 -0
  222. package/build/module/index.js +4 -0
  223. package/build/module/providers/cache-node.d.ts +10 -0
  224. package/build/module/providers/cache-node.js +29 -0
  225. package/build/module/providers/cache.d.ts +14 -0
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  227. package/build/module/providers/caching/route/index.d.ts +2 -0
  228. package/build/module/providers/caching/route/index.js +3 -0
  229. package/build/module/providers/caching/route/model/cache-mode.d.ts +16 -0
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  243. package/build/module/providers/caching-token-list-provider.d.ts +52 -0
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  247. package/build/module/providers/eip-1559-gas-price-provider.d.ts +31 -0
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  249. package/build/module/providers/eth-estimate-gas-provider.d.ts +19 -0
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  251. package/build/module/providers/eth-gas-station-info-gas-price-provider.d.ts +19 -0
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  257. package/build/module/providers/legacy-gas-price-provider.d.ts +7 -0
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  259. package/build/module/providers/multicall-provider.d.ts +83 -0
  260. package/build/module/providers/multicall-provider.js +11 -0
  261. package/build/module/providers/multicall-uniswap-provider.d.ts +37 -0
  262. package/build/module/providers/multicall-uniswap-provider.js +157 -0
  263. package/build/module/providers/on-chain-gas-price-provider.d.ts +19 -0
  264. package/build/module/providers/on-chain-gas-price-provider.js +32 -0
  265. package/build/module/providers/on-chain-quote-provider.d.ts +258 -0
  266. package/build/module/providers/on-chain-quote-provider.js +687 -0
  267. package/build/module/providers/pool-provider.d.ts +44 -0
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  273. package/build/module/providers/simulation-provider.d.ts +43 -0
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  275. package/build/module/providers/static-gas-price-provider.d.ts +7 -0
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  277. package/build/module/providers/subgraph-provider-with-fallback.d.ts +11 -0
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  279. package/build/module/providers/subgraph-provider.d.ts +51 -0
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  281. package/build/module/providers/swap-router-provider.d.ts +30 -0
  282. package/build/module/providers/swap-router-provider.js +38 -0
  283. package/build/module/providers/token-fee-fetcher.d.ts +31 -0
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@@ -0,0 +1,998 @@
1
+ import { Protocol } from '@fanx-protocol/router-sdk';
2
+ import { ChainId, TradeType } from '@fanx-protocol/sdk-core';
3
+ import _ from 'lodash';
4
+ import { USDC_CHILIZ, USDC_SPICY, } from '../../../providers/token-provider';
5
+ import { getApplicableV3FeeAmounts, unparseFeeAmount, WRAPPED_NATIVE_CURRENCY, } from '../../../util';
6
+ import { parseFeeAmount } from '../../../util/amounts';
7
+ import { log } from '../../../util/log';
8
+ import { metric, MetricLoggerUnit } from '../../../util/metric';
9
+ const baseTokensByChain = {
10
+ [ChainId.SPICY]: [WRAPPED_NATIVE_CURRENCY[ChainId.SPICY], USDC_SPICY],
11
+ [ChainId.CHILIZ]: [WRAPPED_NATIVE_CURRENCY[ChainId.CHILIZ], USDC_CHILIZ],
12
+ };
13
+ class SubcategorySelectionPools {
14
+ constructor(pools, poolsNeeded) {
15
+ this.pools = pools;
16
+ this.poolsNeeded = poolsNeeded;
17
+ }
18
+ hasEnoughPools() {
19
+ return this.pools.length >= this.poolsNeeded;
20
+ }
21
+ }
22
+ /**
23
+ * Function that finds any missing pools that were not selected by the heuristic but that would
24
+ * create a route with the topPool by TVL with either tokenIn or tokenOut across protocols.
25
+ *
26
+ * e.g. In V2CandidatePools we found that wstETH/DOG is the most liquid pool,
27
+ * then in V3CandidatePools ETH/wstETH is *not* the most liquid pool, so it is not selected
28
+ * This process will look for that pool in order to complete the route.
29
+ *
30
+ */
31
+ export async function getMixedCrossLiquidityCandidatePools({ tokenIn, tokenOut, blockNumber, v2SubgraphProvider, v3SubgraphProvider, v2Candidates, v3Candidates, }) {
32
+ const v2Pools = (await v2SubgraphProvider.getPools(tokenIn, tokenOut, {
33
+ blockNumber,
34
+ })).sort((a, b) => b.reserve - a.reserve);
35
+ const v3Pools = (await v3SubgraphProvider.getPools(tokenIn, tokenOut, {
36
+ blockNumber,
37
+ })).sort((a, b) => b.tvlUSD - a.tvlUSD);
38
+ const tokenInAddress = tokenIn.address.toLowerCase();
39
+ const tokenOutAddress = tokenOut.address.toLowerCase();
40
+ const v2SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v2Pools, v2Candidates, v3Candidates);
41
+ const v3SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v2Candidates);
42
+ const selectedV2Pools = [
43
+ v2SelectedPools.forTokenIn,
44
+ v2SelectedPools.forTokenOut,
45
+ ].filter((pool) => pool !== undefined);
46
+ const selectedV3Pools = [
47
+ v3SelectedPools.forTokenIn,
48
+ v3SelectedPools.forTokenOut,
49
+ ].filter((pool) => pool !== undefined);
50
+ return {
51
+ v2Pools: selectedV2Pools,
52
+ v3Pools: selectedV3Pools,
53
+ };
54
+ }
55
+ function findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, pools, candidatesInProtocolToSearch, candidatesInContextProtocol) {
56
+ var _a;
57
+ const selectedPools = {};
58
+ const previouslySelectedPools = new Set((_a = candidatesInProtocolToSearch === null || candidatesInProtocolToSearch === void 0 ? void 0 : candidatesInProtocolToSearch.subgraphPools.map((pool) => pool.id)) !== null && _a !== void 0 ? _a : []);
59
+ const topPoolByTvlWithTokenOut = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenOut[0];
60
+ const crossTokenAgainstTokenOut = (topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase()) === tokenOutAddress
61
+ ? topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token1.id.toLowerCase()
62
+ : topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase();
63
+ const topPoolByTvlWithTokenIn = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenIn[0];
64
+ const crossTokenAgainstTokenIn = (topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase()) === tokenInAddress
65
+ ? topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token1.id.toLowerCase()
66
+ : topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase();
67
+ for (const pool of pools) {
68
+ // If we already found both pools for tokenIn and tokenOut. break out of this for loop.
69
+ if (selectedPools.forTokenIn !== undefined &&
70
+ selectedPools.forTokenOut !== undefined) {
71
+ break;
72
+ }
73
+ // If the pool has already been selected. continue to the next pool.
74
+ if (previouslySelectedPools.has(pool.id.toLowerCase())) {
75
+ continue;
76
+ }
77
+ const poolToken0Address = pool.token0.id.toLowerCase();
78
+ const poolToken1Address = pool.token1.id.toLowerCase();
79
+ // If we haven't selected the pool for tokenIn, and we found a pool matching the tokenOut, and the intermediateToken, select this pool
80
+ if (selectedPools.forTokenIn === undefined &&
81
+ ((poolToken0Address === tokenOutAddress &&
82
+ poolToken1Address === crossTokenAgainstTokenIn) ||
83
+ (poolToken1Address === tokenOutAddress &&
84
+ poolToken0Address === crossTokenAgainstTokenIn))) {
85
+ selectedPools.forTokenIn = pool;
86
+ }
87
+ // If we haven't selected the pool for tokenOut, and we found a pool matching the tokenIn, and the intermediateToken, select this pool
88
+ if (selectedPools.forTokenOut === undefined &&
89
+ ((poolToken0Address === tokenInAddress &&
90
+ poolToken1Address === crossTokenAgainstTokenOut) ||
91
+ (poolToken1Address === tokenInAddress &&
92
+ poolToken0Address === crossTokenAgainstTokenOut))) {
93
+ selectedPools.forTokenOut = pool;
94
+ }
95
+ }
96
+ return selectedPools;
97
+ }
98
+ export async function getV3CandidatePools({ tokenIn, tokenOut,
99
+ // routeType,
100
+ routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
101
+ var _a;
102
+ const { blockNumber, v3PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
103
+ const tokenInAddress = tokenIn.address.toLowerCase();
104
+ const tokenOutAddress = tokenOut.address.toLowerCase();
105
+ const beforeSubgraphPools = Date.now();
106
+ const allPools = await subgraphProvider.getPools(tokenIn, tokenOut, {
107
+ blockNumber,
108
+ });
109
+ log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V3 subgraph provider');
110
+ // Although this is less of an optimization than the V2 equivalent,
111
+ // save some time copying objects by mutating the underlying pool directly.
112
+ for (const pool of allPools) {
113
+ pool.token0.id = pool.token0.id.toLowerCase();
114
+ pool.token1.id = pool.token1.id.toLowerCase();
115
+ }
116
+ metric.putMetric('V3SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
117
+ const beforePoolsFiltered = Date.now();
118
+ // Only consider pools where neither tokens are in the blocked token list.
119
+ let filteredPools = allPools;
120
+ if (blockedTokenListProvider) {
121
+ filteredPools = [];
122
+ for (const pool of allPools) {
123
+ const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
124
+ const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
125
+ if (token0InBlocklist || token1InBlocklist) {
126
+ continue;
127
+ }
128
+ filteredPools.push(pool);
129
+ }
130
+ }
131
+ // Sort by tvlUSD in descending order
132
+ const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
133
+ log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
134
+ const poolAddressesSoFar = new Set();
135
+ const addToAddressSet = (pools) => {
136
+ _(pools)
137
+ .map((pool) => pool.id)
138
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
139
+ };
140
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
141
+ const topByBaseWithTokenIn = _(baseTokens)
142
+ .flatMap((token) => {
143
+ return _(subgraphPoolsSorted)
144
+ .filter((subgraphPool) => {
145
+ const tokenAddress = token.address.toLowerCase();
146
+ return ((subgraphPool.token0.id == tokenAddress &&
147
+ subgraphPool.token1.id == tokenInAddress) ||
148
+ (subgraphPool.token1.id == tokenAddress &&
149
+ subgraphPool.token0.id == tokenInAddress));
150
+ })
151
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
152
+ .slice(0, topNWithEachBaseToken)
153
+ .value();
154
+ })
155
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
156
+ .slice(0, topNWithBaseToken)
157
+ .value();
158
+ const topByBaseWithTokenOut = _(baseTokens)
159
+ .flatMap((token) => {
160
+ return _(subgraphPoolsSorted)
161
+ .filter((subgraphPool) => {
162
+ const tokenAddress = token.address.toLowerCase();
163
+ return ((subgraphPool.token0.id == tokenAddress &&
164
+ subgraphPool.token1.id == tokenOutAddress) ||
165
+ (subgraphPool.token1.id == tokenAddress &&
166
+ subgraphPool.token0.id == tokenOutAddress));
167
+ })
168
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
169
+ .slice(0, topNWithEachBaseToken)
170
+ .value();
171
+ })
172
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
173
+ .slice(0, topNWithBaseToken)
174
+ .value();
175
+ let top2DirectSwapPool = _(subgraphPoolsSorted)
176
+ .filter((subgraphPool) => {
177
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
178
+ ((subgraphPool.token0.id == tokenInAddress &&
179
+ subgraphPool.token1.id == tokenOutAddress) ||
180
+ (subgraphPool.token1.id == tokenInAddress &&
181
+ subgraphPool.token0.id == tokenOutAddress)));
182
+ })
183
+ .slice(0, topNDirectSwaps)
184
+ .value();
185
+ if (top2DirectSwapPool.length == 0 && topNDirectSwaps > 0) {
186
+ // If we requested direct swap pools but did not find any in the subgraph query.
187
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
188
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
189
+ top2DirectSwapPool = _.map(getApplicableV3FeeAmounts(chainId), (feeAmount) => {
190
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut, feeAmount);
191
+ return {
192
+ id: poolAddress,
193
+ feeTier: unparseFeeAmount(feeAmount),
194
+ liquidity: '10000',
195
+ token0: {
196
+ id: token0.address,
197
+ },
198
+ token1: {
199
+ id: token1.address,
200
+ },
201
+ tvlETH: 10000,
202
+ tvlUSD: 10000,
203
+ };
204
+ });
205
+ }
206
+ addToAddressSet(top2DirectSwapPool);
207
+ // const wrappedNativeAddress =
208
+ // WRAPPED_NATIVE_CURRENCY[chainId]?.address.toLowerCase();
209
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
210
+ // We don't check the seen address set because if we've already added pools for getting native quotes
211
+ // theres no need to add more.
212
+ let top2EthQuoteTokenPool = [];
213
+ // if (
214
+ // (WRAPPED_NATIVE_CURRENCY[chainId]?.symbol == WRAPPED_NATIVE_CURRENCY[ChainId.MAINNET]?.symbol &&
215
+ // tokenOut.symbol != 'WETH' &&
216
+ // tokenOut.symbol != 'WETH9' &&
217
+ // tokenOut.symbol != 'ETH') ||
218
+ // (WRAPPED_NATIVE_CURRENCY[chainId]?.symbol == WMATIC_POLYGON.symbol &&
219
+ // tokenOut.symbol != 'MATIC' &&
220
+ // tokenOut.symbol != 'WMATIC')
221
+ // ) {
222
+ // top2EthQuoteTokenPool = _(subgraphPoolsSorted)
223
+ // .filter((subgraphPool) => {
224
+ // if (routeType == TradeType.EXACT_INPUT) {
225
+ // return (
226
+ // (subgraphPool.token0.id == wrappedNativeAddress &&
227
+ // subgraphPool.token1.id == tokenOutAddress) ||
228
+ // (subgraphPool.token1.id == wrappedNativeAddress &&
229
+ // subgraphPool.token0.id == tokenOutAddress)
230
+ // );
231
+ // } else {
232
+ // return (
233
+ // (subgraphPool.token0.id == wrappedNativeAddress &&
234
+ // subgraphPool.token1.id == tokenInAddress) ||
235
+ // (subgraphPool.token1.id == wrappedNativeAddress &&
236
+ // subgraphPool.token0.id == tokenInAddress)
237
+ // );
238
+ // }
239
+ // })
240
+ // .slice(0, 1)
241
+ // .value();
242
+ // }
243
+ addToAddressSet(top2EthQuoteTokenPool);
244
+ const topByTVL = _(subgraphPoolsSorted)
245
+ .filter((subgraphPool) => {
246
+ return !poolAddressesSoFar.has(subgraphPool.id);
247
+ })
248
+ .slice(0, topN)
249
+ .value();
250
+ addToAddressSet(topByTVL);
251
+ const topByTVLUsingTokenIn = _(subgraphPoolsSorted)
252
+ .filter((subgraphPool) => {
253
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
254
+ (subgraphPool.token0.id == tokenInAddress ||
255
+ subgraphPool.token1.id == tokenInAddress));
256
+ })
257
+ .slice(0, topNTokenInOut)
258
+ .value();
259
+ addToAddressSet(topByTVLUsingTokenIn);
260
+ const topByTVLUsingTokenOut = _(subgraphPoolsSorted)
261
+ .filter((subgraphPool) => {
262
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
263
+ (subgraphPool.token0.id == tokenOutAddress ||
264
+ subgraphPool.token1.id == tokenOutAddress));
265
+ })
266
+ .slice(0, topNTokenInOut)
267
+ .value();
268
+ addToAddressSet(topByTVLUsingTokenOut);
269
+ const topByTVLUsingTokenInSecondHops = _(topByTVLUsingTokenIn)
270
+ .map((subgraphPool) => {
271
+ return tokenInAddress == subgraphPool.token0.id
272
+ ? subgraphPool.token1.id
273
+ : subgraphPool.token0.id;
274
+ })
275
+ .flatMap((secondHopId) => {
276
+ var _a;
277
+ return _(subgraphPoolsSorted)
278
+ .filter((subgraphPool) => {
279
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
280
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
281
+ (subgraphPool.token0.id == secondHopId ||
282
+ subgraphPool.token1.id == secondHopId));
283
+ })
284
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
285
+ .value();
286
+ })
287
+ .uniqBy((pool) => pool.id)
288
+ .value();
289
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
290
+ const topByTVLUsingTokenOutSecondHops = _(topByTVLUsingTokenOut)
291
+ .map((subgraphPool) => {
292
+ return tokenOutAddress == subgraphPool.token0.id
293
+ ? subgraphPool.token1.id
294
+ : subgraphPool.token0.id;
295
+ })
296
+ .flatMap((secondHopId) => {
297
+ var _a;
298
+ return _(subgraphPoolsSorted)
299
+ .filter((subgraphPool) => {
300
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
301
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
302
+ (subgraphPool.token0.id == secondHopId ||
303
+ subgraphPool.token1.id == secondHopId));
304
+ })
305
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
306
+ .value();
307
+ })
308
+ .uniqBy((pool) => pool.id)
309
+ .value();
310
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
311
+ const subgraphPools = _([
312
+ ...topByBaseWithTokenIn,
313
+ ...topByBaseWithTokenOut,
314
+ ...top2DirectSwapPool,
315
+ ...top2EthQuoteTokenPool,
316
+ ...topByTVL,
317
+ ...topByTVLUsingTokenIn,
318
+ ...topByTVLUsingTokenOut,
319
+ ...topByTVLUsingTokenInSecondHops,
320
+ ...topByTVLUsingTokenOutSecondHops,
321
+ ])
322
+ .compact()
323
+ .uniqBy((pool) => pool.id)
324
+ .value();
325
+ const tokenAddresses = _(subgraphPools)
326
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
327
+ .compact()
328
+ .uniq()
329
+ .value();
330
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V3 pools we are considering`);
331
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
332
+ blockNumber,
333
+ });
334
+ const printV3SubgraphPool = (s) => {
335
+ var _a, _b, _c, _d;
336
+ return `${(_b = (_a = tokenAccessor.getTokenByAddress(s.token0.id)) === null || _a === void 0 ? void 0 : _a.symbol) !== null && _b !== void 0 ? _b : s.token0.id}/${(_d = (_c = tokenAccessor.getTokenByAddress(s.token1.id)) === null || _c === void 0 ? void 0 : _c.symbol) !== null && _d !== void 0 ? _d : s.token1.id}/${s.feeTier}`;
337
+ };
338
+ log.info({
339
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV3SubgraphPool),
340
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV3SubgraphPool),
341
+ topByTVL: topByTVL.map(printV3SubgraphPool),
342
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV3SubgraphPool),
343
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV3SubgraphPool),
344
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV3SubgraphPool),
345
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV3SubgraphPool),
346
+ top2DirectSwap: top2DirectSwapPool.map(printV3SubgraphPool),
347
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV3SubgraphPool),
348
+ }, `V3 Candidate Pools`);
349
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
350
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
351
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
352
+ let fee;
353
+ try {
354
+ fee = parseFeeAmount(subgraphPool.feeTier);
355
+ }
356
+ catch (err) {
357
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
358
+ return undefined;
359
+ }
360
+ if (!tokenA || !tokenB) {
361
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
362
+ return undefined;
363
+ }
364
+ return [tokenA, tokenB, fee];
365
+ });
366
+ const tokenPairs = _.compact(tokenPairsRaw);
367
+ metric.putMetric('V3PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
368
+ const beforePoolsLoad = Date.now();
369
+ const poolAccessor = await poolProvider.getPools(tokenPairs, {
370
+ blockNumber,
371
+ });
372
+ metric.putMetric('V3PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
373
+ const poolsBySelection = {
374
+ protocol: Protocol.V3,
375
+ selections: {
376
+ topByBaseWithTokenIn,
377
+ topByBaseWithTokenOut,
378
+ topByDirectSwapPool: top2DirectSwapPool,
379
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
380
+ topByTVL,
381
+ topByTVLUsingTokenIn,
382
+ topByTVLUsingTokenOut,
383
+ topByTVLUsingTokenInSecondHops,
384
+ topByTVLUsingTokenOutSecondHops,
385
+ },
386
+ };
387
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
388
+ }
389
+ export async function getV2CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
390
+ var _a, _b;
391
+ const { blockNumber, v2PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
392
+ const tokenInAddress = tokenIn.address.toLowerCase();
393
+ const tokenOutAddress = tokenOut.address.toLowerCase();
394
+ const beforeSubgraphPools = Date.now();
395
+ const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
396
+ blockNumber,
397
+ });
398
+ // With tens of thousands of V2 pools, operations that copy pools become costly.
399
+ // Mutate the pool directly rather than creating a new pool / token to optimmize for speed.
400
+ for (const pool of allPoolsRaw) {
401
+ pool.token0.id = pool.token0.id.toLowerCase();
402
+ pool.token1.id = pool.token1.id.toLowerCase();
403
+ }
404
+ metric.putMetric('V2SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
405
+ const beforePoolsFiltered = Date.now();
406
+ // Sort by pool reserve in descending order.
407
+ const subgraphPoolsSorted = allPoolsRaw.sort((a, b) => b.reserve - a.reserve);
408
+ const poolAddressesSoFar = new Set();
409
+ // Always add the direct swap pool into the mix regardless of if it exists in the subgraph pool list.
410
+ // Ensures that new pools can be swapped on immediately, and that if a pool was filtered out of the
411
+ // subgraph query for some reason (e.g. trackedReserveETH was 0), then we still consider it.
412
+ let topByDirectSwapPool = [];
413
+ if (topNDirectSwaps > 0) {
414
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut);
415
+ poolAddressesSoFar.add(poolAddress.toLowerCase());
416
+ topByDirectSwapPool = [
417
+ {
418
+ id: poolAddress,
419
+ token0: {
420
+ id: token0.address,
421
+ },
422
+ token1: {
423
+ id: token1.address,
424
+ },
425
+ supply: 10000,
426
+ reserve: 10000,
427
+ reserveUSD: 10000, // Not used. Set to arbitrary number.
428
+ },
429
+ ];
430
+ }
431
+ const wethAddress = WRAPPED_NATIVE_CURRENCY[chainId].address.toLowerCase();
432
+ const topByBaseWithTokenInMap = new Map();
433
+ const topByBaseWithTokenOutMap = new Map();
434
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
435
+ const baseTokensAddresses = new Set();
436
+ baseTokens.forEach((token) => {
437
+ const baseTokenAddr = token.address.toLowerCase();
438
+ baseTokensAddresses.add(baseTokenAddr);
439
+ topByBaseWithTokenInMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
440
+ topByBaseWithTokenOutMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
441
+ });
442
+ let topByBaseWithTokenInPoolsFound = 0;
443
+ let topByBaseWithTokenOutPoolsFound = 0;
444
+ // Main reason we need this is for gas estimates
445
+ // There can ever only be 1 Token/ETH pool, so we will only look for 1
446
+ let topNEthQuoteToken = 1;
447
+ // but, we only need it if token out is not ETH.
448
+ if (tokenOut.symbol == 'WETH' ||
449
+ tokenOut.symbol == 'WETH9' ||
450
+ tokenOut.symbol == 'ETH' ||
451
+ tokenOut.symbol == 'CHZ' ||
452
+ ((_b = tokenOut.symbol) === null || _b === void 0 ? void 0 : _b.toLowerCase()) == 'wchz') {
453
+ // if it's eth we change the topN to 0, so we can break early from the loop.
454
+ topNEthQuoteToken = 0;
455
+ }
456
+ const topByEthQuoteTokenPool = [];
457
+ const topByTVLUsingTokenIn = [];
458
+ const topByTVLUsingTokenOut = [];
459
+ const topByTVL = [];
460
+ // Used to track how many iterations we do in the first loop
461
+ let loopsInFirstIteration = 0;
462
+ // Filtering step for up to first hop
463
+ // The pools are pre-sorted, so we can just iterate through them and fill our heuristics.
464
+ for (const subgraphPool of subgraphPoolsSorted) {
465
+ loopsInFirstIteration += 1;
466
+ // Check if we have satisfied all the heuristics, if so, we can stop.
467
+ if (topByBaseWithTokenInPoolsFound >= topNWithBaseToken &&
468
+ topByBaseWithTokenOutPoolsFound >= topNWithBaseToken &&
469
+ topByEthQuoteTokenPool.length >= topNEthQuoteToken &&
470
+ topByTVL.length >= topN &&
471
+ topByTVLUsingTokenIn.length >= topNTokenInOut &&
472
+ topByTVLUsingTokenOut.length >= topNTokenInOut) {
473
+ // We have satisfied all the heuristics, so we can stop.
474
+ break;
475
+ }
476
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
477
+ // We've already added this pool, so skip it.
478
+ continue;
479
+ }
480
+ // Only consider pools where neither tokens are in the blocked token list.
481
+ if (blockedTokenListProvider) {
482
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
483
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
484
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
485
+ ]);
486
+ if (token0InBlocklist || token1InBlocklist) {
487
+ continue;
488
+ }
489
+ }
490
+ const tokenInToken0TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token0.id);
491
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
492
+ tokenInToken0TopByBase &&
493
+ subgraphPool.token0.id != tokenOutAddress &&
494
+ subgraphPool.token1.id == tokenInAddress) {
495
+ topByBaseWithTokenInPoolsFound += 1;
496
+ poolAddressesSoFar.add(subgraphPool.id);
497
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
498
+ topByTVLUsingTokenIn.push(subgraphPool);
499
+ }
500
+ if (routeType === TradeType.EXACT_OUTPUT &&
501
+ subgraphPool.token0.id == wethAddress) {
502
+ topByEthQuoteTokenPool.push(subgraphPool);
503
+ }
504
+ tokenInToken0TopByBase.pools.push(subgraphPool);
505
+ continue;
506
+ }
507
+ const tokenInToken1TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token1.id);
508
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
509
+ tokenInToken1TopByBase &&
510
+ subgraphPool.token0.id == tokenInAddress &&
511
+ subgraphPool.token1.id != tokenOutAddress) {
512
+ topByBaseWithTokenInPoolsFound += 1;
513
+ poolAddressesSoFar.add(subgraphPool.id);
514
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
515
+ topByTVLUsingTokenIn.push(subgraphPool);
516
+ }
517
+ if (routeType === TradeType.EXACT_OUTPUT &&
518
+ subgraphPool.token1.id == wethAddress) {
519
+ topByEthQuoteTokenPool.push(subgraphPool);
520
+ }
521
+ tokenInToken1TopByBase.pools.push(subgraphPool);
522
+ continue;
523
+ }
524
+ const tokenOutToken0TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token0.id);
525
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
526
+ tokenOutToken0TopByBase &&
527
+ subgraphPool.token0.id != tokenInAddress &&
528
+ subgraphPool.token1.id == tokenOutAddress) {
529
+ topByBaseWithTokenOutPoolsFound += 1;
530
+ poolAddressesSoFar.add(subgraphPool.id);
531
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
532
+ topByTVLUsingTokenOut.push(subgraphPool);
533
+ }
534
+ if (routeType === TradeType.EXACT_INPUT &&
535
+ subgraphPool.token0.id == wethAddress) {
536
+ topByEthQuoteTokenPool.push(subgraphPool);
537
+ }
538
+ tokenOutToken0TopByBase.pools.push(subgraphPool);
539
+ continue;
540
+ }
541
+ const tokenOutToken1TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token1.id);
542
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
543
+ tokenOutToken1TopByBase &&
544
+ subgraphPool.token0.id == tokenOutAddress &&
545
+ subgraphPool.token1.id != tokenInAddress) {
546
+ topByBaseWithTokenOutPoolsFound += 1;
547
+ poolAddressesSoFar.add(subgraphPool.id);
548
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
549
+ topByTVLUsingTokenOut.push(subgraphPool);
550
+ }
551
+ if (routeType === TradeType.EXACT_INPUT &&
552
+ subgraphPool.token1.id == wethAddress) {
553
+ topByEthQuoteTokenPool.push(subgraphPool);
554
+ }
555
+ tokenOutToken1TopByBase.pools.push(subgraphPool);
556
+ continue;
557
+ }
558
+ // Note: we do not need to check other native currencies for the V2 Protocol
559
+ if (topByEthQuoteTokenPool.length < topNEthQuoteToken &&
560
+ ((routeType === TradeType.EXACT_INPUT &&
561
+ ((subgraphPool.token0.id == wethAddress &&
562
+ subgraphPool.token1.id == tokenOutAddress) ||
563
+ (subgraphPool.token1.id == wethAddress &&
564
+ subgraphPool.token0.id == tokenOutAddress))) ||
565
+ (routeType === TradeType.EXACT_OUTPUT &&
566
+ ((subgraphPool.token0.id == wethAddress &&
567
+ subgraphPool.token1.id == tokenInAddress) ||
568
+ (subgraphPool.token1.id == wethAddress &&
569
+ subgraphPool.token0.id == tokenInAddress))))) {
570
+ poolAddressesSoFar.add(subgraphPool.id);
571
+ topByEthQuoteTokenPool.push(subgraphPool);
572
+ continue;
573
+ }
574
+ if (topByTVL.length < topN) {
575
+ poolAddressesSoFar.add(subgraphPool.id);
576
+ topByTVL.push(subgraphPool);
577
+ continue;
578
+ }
579
+ if (topByTVLUsingTokenIn.length < topNTokenInOut &&
580
+ (subgraphPool.token0.id == tokenInAddress ||
581
+ subgraphPool.token1.id == tokenInAddress)) {
582
+ poolAddressesSoFar.add(subgraphPool.id);
583
+ topByTVLUsingTokenIn.push(subgraphPool);
584
+ continue;
585
+ }
586
+ if (topByTVLUsingTokenOut.length < topNTokenInOut &&
587
+ (subgraphPool.token0.id == tokenOutAddress ||
588
+ subgraphPool.token1.id == tokenOutAddress)) {
589
+ poolAddressesSoFar.add(subgraphPool.id);
590
+ topByTVLUsingTokenOut.push(subgraphPool);
591
+ continue;
592
+ }
593
+ }
594
+ metric.putMetric('V2SubgraphLoopsInFirstIteration', loopsInFirstIteration, MetricLoggerUnit.Count);
595
+ const topByBaseWithTokenIn = [];
596
+ for (const topByBaseWithTokenInSelection of topByBaseWithTokenInMap.values()) {
597
+ topByBaseWithTokenIn.push(...topByBaseWithTokenInSelection.pools);
598
+ }
599
+ const topByBaseWithTokenOut = [];
600
+ for (const topByBaseWithTokenOutSelection of topByBaseWithTokenOutMap.values()) {
601
+ topByBaseWithTokenOut.push(...topByBaseWithTokenOutSelection.pools);
602
+ }
603
+ // Filtering step for second hops
604
+ const topByTVLUsingTokenInSecondHopsMap = new Map();
605
+ const topByTVLUsingTokenOutSecondHopsMap = new Map();
606
+ const tokenInSecondHopAddresses = topByTVLUsingTokenIn
607
+ .filter((pool) => {
608
+ // filtering second hops
609
+ if (tokenInAddress === pool.token0.id) {
610
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
611
+ }
612
+ else {
613
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
614
+ }
615
+ })
616
+ .map((pool) => tokenInAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
617
+ const tokenOutSecondHopAddresses = topByTVLUsingTokenOut
618
+ .filter((pool) => {
619
+ // filtering second hops
620
+ if (tokenOutAddress === pool.token0.id) {
621
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
622
+ }
623
+ else {
624
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
625
+ }
626
+ })
627
+ .map((pool) => tokenOutAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
628
+ for (const secondHopId of tokenInSecondHopAddresses) {
629
+ topByTVLUsingTokenInSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
630
+ }
631
+ for (const secondHopId of tokenOutSecondHopAddresses) {
632
+ topByTVLUsingTokenOutSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
633
+ }
634
+ // Used to track how many iterations we do in the second loop
635
+ let loopsInSecondIteration = 0;
636
+ if (tokenInSecondHopAddresses.length > 0 ||
637
+ tokenOutSecondHopAddresses.length > 0) {
638
+ for (const subgraphPool of subgraphPoolsSorted) {
639
+ loopsInSecondIteration += 1;
640
+ let allTokenInSecondHopsHaveTheirTopN = true;
641
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
642
+ if (!secondHopPools.hasEnoughPools()) {
643
+ allTokenInSecondHopsHaveTheirTopN = false;
644
+ break;
645
+ }
646
+ }
647
+ let allTokenOutSecondHopsHaveTheirTopN = true;
648
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
649
+ if (!secondHopPools.hasEnoughPools()) {
650
+ allTokenOutSecondHopsHaveTheirTopN = false;
651
+ break;
652
+ }
653
+ }
654
+ if (allTokenInSecondHopsHaveTheirTopN &&
655
+ allTokenOutSecondHopsHaveTheirTopN) {
656
+ // We have satisfied all the heuristics, so we can stop.
657
+ break;
658
+ }
659
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
660
+ continue;
661
+ }
662
+ // Only consider pools where neither tokens are in the blocked token list.
663
+ if (blockedTokenListProvider) {
664
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
665
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
666
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
667
+ ]);
668
+ if (token0InBlocklist || token1InBlocklist) {
669
+ continue;
670
+ }
671
+ }
672
+ const tokenInToken0SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token0.id);
673
+ if (tokenInToken0SecondHop && !tokenInToken0SecondHop.hasEnoughPools()) {
674
+ poolAddressesSoFar.add(subgraphPool.id);
675
+ tokenInToken0SecondHop.pools.push(subgraphPool);
676
+ continue;
677
+ }
678
+ const tokenInToken1SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token1.id);
679
+ if (tokenInToken1SecondHop && !tokenInToken1SecondHop.hasEnoughPools()) {
680
+ poolAddressesSoFar.add(subgraphPool.id);
681
+ tokenInToken1SecondHop.pools.push(subgraphPool);
682
+ continue;
683
+ }
684
+ const tokenOutToken0SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token0.id);
685
+ if (tokenOutToken0SecondHop &&
686
+ !tokenOutToken0SecondHop.hasEnoughPools()) {
687
+ poolAddressesSoFar.add(subgraphPool.id);
688
+ tokenOutToken0SecondHop.pools.push(subgraphPool);
689
+ continue;
690
+ }
691
+ const tokenOutToken1SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token1.id);
692
+ if (tokenOutToken1SecondHop &&
693
+ !tokenOutToken1SecondHop.hasEnoughPools()) {
694
+ poolAddressesSoFar.add(subgraphPool.id);
695
+ tokenOutToken1SecondHop.pools.push(subgraphPool);
696
+ continue;
697
+ }
698
+ }
699
+ }
700
+ metric.putMetric('V2SubgraphLoopsInSecondIteration', loopsInSecondIteration, MetricLoggerUnit.Count);
701
+ const topByTVLUsingTokenInSecondHops = [];
702
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
703
+ topByTVLUsingTokenInSecondHops.push(...secondHopPools.pools);
704
+ }
705
+ const topByTVLUsingTokenOutSecondHops = [];
706
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
707
+ topByTVLUsingTokenOutSecondHops.push(...secondHopPools.pools);
708
+ }
709
+ const subgraphPools = _([
710
+ ...topByBaseWithTokenIn,
711
+ ...topByBaseWithTokenOut,
712
+ ...topByDirectSwapPool,
713
+ ...topByEthQuoteTokenPool,
714
+ ...topByTVL,
715
+ ...topByTVLUsingTokenIn,
716
+ ...topByTVLUsingTokenOut,
717
+ ...topByTVLUsingTokenInSecondHops,
718
+ ...topByTVLUsingTokenOutSecondHops,
719
+ ])
720
+ .uniqBy((pool) => pool.id)
721
+ .value();
722
+ const tokenAddressesSet = new Set();
723
+ for (const pool of subgraphPools) {
724
+ tokenAddressesSet.add(pool.token0.id);
725
+ tokenAddressesSet.add(pool.token1.id);
726
+ }
727
+ const tokenAddresses = Array.from(tokenAddressesSet);
728
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V2 pools we are considering`);
729
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
730
+ blockNumber,
731
+ });
732
+ const printV2SubgraphPool = (s) => {
733
+ var _a, _b, _c, _d;
734
+ return `${(_b = (_a = tokenAccessor.getTokenByAddress(s.token0.id)) === null || _a === void 0 ? void 0 : _a.symbol) !== null && _b !== void 0 ? _b : s.token0.id}/${(_d = (_c = tokenAccessor.getTokenByAddress(s.token1.id)) === null || _c === void 0 ? void 0 : _c.symbol) !== null && _d !== void 0 ? _d : s.token1.id}`;
735
+ };
736
+ log.info({
737
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV2SubgraphPool),
738
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV2SubgraphPool),
739
+ topByTVL: topByTVL.map(printV2SubgraphPool),
740
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV2SubgraphPool),
741
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV2SubgraphPool),
742
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV2SubgraphPool),
743
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV2SubgraphPool),
744
+ top2DirectSwap: topByDirectSwapPool.map(printV2SubgraphPool),
745
+ top2EthQuotePool: topByEthQuoteTokenPool.map(printV2SubgraphPool),
746
+ }, `V2 Candidate pools`);
747
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
748
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
749
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
750
+ if (!tokenA || !tokenB) {
751
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
752
+ return undefined;
753
+ }
754
+ return [tokenA, tokenB];
755
+ });
756
+ const tokenPairs = _.compact(tokenPairsRaw);
757
+ metric.putMetric('V2PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
758
+ const beforePoolsLoad = Date.now();
759
+ // this should be the only place to enable fee-on-transfer fee fetching,
760
+ // because this places loads pools (pairs of tokens with fot taxes) from the subgraph
761
+ const poolAccessor = await poolProvider.getPools(tokenPairs, routingConfig);
762
+ metric.putMetric('V2PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
763
+ const poolsBySelection = {
764
+ protocol: Protocol.V2,
765
+ selections: {
766
+ topByBaseWithTokenIn,
767
+ topByBaseWithTokenOut,
768
+ topByDirectSwapPool,
769
+ topByEthQuoteTokenPool,
770
+ topByTVL,
771
+ topByTVLUsingTokenIn,
772
+ topByTVLUsingTokenOut,
773
+ topByTVLUsingTokenInSecondHops,
774
+ topByTVLUsingTokenOutSecondHops,
775
+ },
776
+ };
777
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
778
+ }
779
+ export async function getMixedRouteCandidatePools({
780
+ // v4CandidatePools,
781
+ v3CandidatePools, v2CandidatePools, crossLiquidityPools, routingConfig, tokenProvider,
782
+ // v4PoolProvider,
783
+ v3poolProvider, v2poolProvider, }) {
784
+ const beforeSubgraphPools = Date.now();
785
+ // const { subgraphPools: V4subgraphPools, candidatePools: V4candidatePools } =
786
+ // v4CandidatePools || { subgraphPools: [], candidatePools: [] };
787
+ // const V4subgraphPools: any[] = []; // V4 not supported
788
+ // const V4candidatePools: any = { selections: {} }; // V4 not supported
789
+ const { subgraphPools: V3subgraphPools, candidatePools: V3candidatePools } = v3CandidatePools || { subgraphPools: [], candidatePools: [] };
790
+ const { subgraphPools: V2subgraphPools, candidatePools: V2candidatePools } = v2CandidatePools || { subgraphPools: [], candidatePools: [] };
791
+ // Injects the liquidity pools found by the getMixedCrossLiquidityCandidatePools function
792
+ V2subgraphPools.push(...crossLiquidityPools.v2Pools);
793
+ V3subgraphPools.push(...crossLiquidityPools.v3Pools);
794
+ metric.putMetric('MixedSubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
795
+ const beforePoolsFiltered = Date.now();
796
+ /**
797
+ * Main heuristic for pruning mixedRoutes:
798
+ * - we pick V2 pools with higher liq than respective V3 pools, or if the v3 pool doesn't exist
799
+ *
800
+ * This way we can reduce calls to our provider since it's possible to generate a lot of mixed routes
801
+ */
802
+ /// We only really care about pools involving the tokenIn or tokenOut explictly,
803
+ /// since there's no way a long tail token in V2 would be routed through as an intermediary
804
+ const V2topByTVLPoolIds = new Set([
805
+ ...V2candidatePools.selections.topByTVLUsingTokenIn,
806
+ ...V2candidatePools.selections.topByBaseWithTokenIn,
807
+ /// tokenOut:
808
+ ...V2candidatePools.selections.topByTVLUsingTokenOut,
809
+ ...V2candidatePools.selections.topByBaseWithTokenOut,
810
+ /// Direct swap:
811
+ ...V2candidatePools.selections.topByDirectSwapPool,
812
+ // Cross Liquidity (has to be added to be considered):
813
+ ...crossLiquidityPools.v2Pools,
814
+ ].map((poolId) => poolId.id));
815
+ const V2topByTVLSortedPools = _(V2subgraphPools)
816
+ .filter((pool) => V2topByTVLPoolIds.has(pool.id))
817
+ .sortBy((pool) => -pool.reserveUSD)
818
+ .value();
819
+ /// we consider all returned V3 pools for this heuristic to "fill in the gaps"
820
+ const V3sortedPools = _(V3subgraphPools)
821
+ .sortBy((pool) => -pool.tvlUSD)
822
+ .value();
823
+ // const V4sortedPools = _(V4subgraphPools)
824
+ // .sortBy((pool) => -pool.tvlUSD)
825
+ // .value();
826
+ // const V4sortedPools: any[] = []; // V4 not supported
827
+ /// Finding pools with greater reserveUSD on v2 than tvlUSD on v3, or if there is no v3 liquidity
828
+ const buildV2Pools = [];
829
+ V2topByTVLSortedPools.forEach((V2subgraphPool) => {
830
+ const V3subgraphPool = V3sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
831
+ pool.token1.id == V2subgraphPool.token1.id) ||
832
+ (pool.token0.id == V2subgraphPool.token1.id &&
833
+ pool.token1.id == V2subgraphPool.token0.id));
834
+ if (V3subgraphPool) {
835
+ if (V2subgraphPool.reserveUSD > V3subgraphPool.tvlUSD) {
836
+ log.info({
837
+ token0: V2subgraphPool.token0.id,
838
+ token1: V2subgraphPool.token1.id,
839
+ v2reserveUSD: V2subgraphPool.reserveUSD,
840
+ v3tvlUSD: V3subgraphPool.tvlUSD,
841
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V3 counterpart`);
842
+ buildV2Pools.push(V2subgraphPool);
843
+ }
844
+ }
845
+ else {
846
+ log.info({
847
+ token0: V2subgraphPool.token0.id,
848
+ token1: V2subgraphPool.token1.id,
849
+ v2reserveUSD: V2subgraphPool.reserveUSD,
850
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
851
+ buildV2Pools.push(V2subgraphPool);
852
+ }
853
+ // const V4subgraphPool = V4sortedPools.find(
854
+ // (pool) =>
855
+ // (pool.token0.id == V2subgraphPool.token0.id &&
856
+ // pool.token1.id == V2subgraphPool.token1.id) ||
857
+ // (pool.token0.id == V2subgraphPool.token1.id &&
858
+ // pool.token1.id == V2subgraphPool.token0.id)
859
+ // );
860
+ // if (V4subgraphPool) {
861
+ // if (V2subgraphPool.reserveUSD > V4subgraphPool.tvlUSD) {
862
+ // log.info(
863
+ // {
864
+ // token0: V2subgraphPool.token0.id,
865
+ // token1: V2subgraphPool.token1.id,
866
+ // v2reserveUSD: V2subgraphPool.reserveUSD,
867
+ // v4tvlUSD: V4subgraphPool.tvlUSD,
868
+ // },
869
+ // `MixedRoute heuristic, found a V2 pool with higher liquidity than its V4 counterpart`
870
+ // );
871
+ // buildV2Pools.push(V2subgraphPool);
872
+ // }
873
+ // } else {
874
+ // log.info(
875
+ // {
876
+ // token0: V2subgraphPool.token0.id,
877
+ // token1: V2subgraphPool.token1.id,
878
+ // v2reserveUSD: V2subgraphPool.reserveUSD,
879
+ // },
880
+ // `MixedRoute heuristic, found a V2 pool with no V3 counterpart`
881
+ // );
882
+ // buildV2Pools.push(V2subgraphPool);
883
+ // }
884
+ });
885
+ log.info(buildV2Pools.length, `Number of V2 candidate pools that fit first heuristic`);
886
+ const subgraphPools = [...buildV2Pools, ...V3sortedPools /* , ...V4sortedPools */];
887
+ const tokenAddresses = _(subgraphPools)
888
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
889
+ .compact()
890
+ .uniq()
891
+ .value();
892
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} pools we are considering`);
893
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, routingConfig);
894
+ // const V4tokenPairsRaw = _.map<
895
+ // V4SubgraphPool,
896
+ // [Token, Token, number, number, string] | undefined
897
+ // >(V4sortedPools, (subgraphPool) => {
898
+ // const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
899
+ // const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
900
+ // let fee: FeeAmount;
901
+ // try {
902
+ // fee = Number(subgraphPool.feeTier);
903
+ // } catch (err) {
904
+ // log.info(
905
+ // { subgraphPool },
906
+ // `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier}/${subgraphPool.tickSpacing}/${subgraphPool.hooks} because fee tier not supported`
907
+ // );
908
+ // return undefined;
909
+ // }
910
+ // if (!tokenA || !tokenB) {
911
+ // log.info(
912
+ // `Dropping candidate pool for ${subgraphPool.token0.id}/${
913
+ // subgraphPool.token1.id
914
+ // }/${fee}/${subgraphPool.tickSpacing}/${subgraphPool.hooks} because ${
915
+ // tokenA ? subgraphPool.token1.id : subgraphPool.token0.id
916
+ // } not found by token provider`
917
+ // );
918
+ // return undefined;
919
+ // }
920
+ // return [
921
+ // tokenA,
922
+ // tokenB,
923
+ // fee,
924
+ // Number(subgraphPool.tickSpacing),
925
+ // subgraphPool.hooks,
926
+ // ];
927
+ // });
928
+ // const V4tokenPairs = _.compact(V4tokenPairsRaw);
929
+ // const V4tokenPairs: any[] = []; // V4 not supported
930
+ const V3tokenPairsRaw = _.map(V3sortedPools, (subgraphPool) => {
931
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
932
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
933
+ let fee;
934
+ try {
935
+ fee = parseFeeAmount(subgraphPool.feeTier);
936
+ }
937
+ catch (err) {
938
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
939
+ return undefined;
940
+ }
941
+ if (!tokenA || !tokenB) {
942
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
943
+ return undefined;
944
+ }
945
+ return [tokenA, tokenB, fee];
946
+ });
947
+ const V3tokenPairs = _.compact(V3tokenPairsRaw);
948
+ const V2tokenPairsRaw = _.map(buildV2Pools, (subgraphPool) => {
949
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
950
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
951
+ if (!tokenA || !tokenB) {
952
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
953
+ return undefined;
954
+ }
955
+ return [tokenA, tokenB];
956
+ });
957
+ const V2tokenPairs = _.compact(V2tokenPairsRaw);
958
+ metric.putMetric('MixedPoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
959
+ const beforePoolsLoad = Date.now();
960
+ const [V2poolAccessor, V3poolAccessor /* , V4poolAccessor */] = await Promise.all([
961
+ v2poolProvider.getPools(V2tokenPairs, routingConfig),
962
+ v3poolProvider.getPools(V3tokenPairs, routingConfig),
963
+ // v4PoolProvider.getPools(V4tokenPairs, routingConfig),
964
+ ]);
965
+ // const V4poolAccessor: any = null; // V4 not supported
966
+ metric.putMetric('MixedPoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
967
+ /// @dev a bit tricky here since the original V2CandidateSelections object included pools that we may have dropped
968
+ /// as part of the heuristic. We need to reconstruct a new object with the v3 pools too.
969
+ const buildPoolsBySelection = (key) => {
970
+ return [
971
+ ...buildV2Pools.filter((pool) => V2candidatePools.selections[key].map((p) => p.id).includes(pool.id)),
972
+ ...V3candidatePools.selections[key],
973
+ // ...(V4candidatePools.selections?.[key] || []),
974
+ ];
975
+ };
976
+ const poolsBySelection = {
977
+ protocol: Protocol.MIXED,
978
+ selections: {
979
+ topByBaseWithTokenIn: buildPoolsBySelection('topByBaseWithTokenIn'),
980
+ topByBaseWithTokenOut: buildPoolsBySelection('topByBaseWithTokenOut'),
981
+ topByDirectSwapPool: buildPoolsBySelection('topByDirectSwapPool'),
982
+ topByEthQuoteTokenPool: buildPoolsBySelection('topByEthQuoteTokenPool'),
983
+ topByTVL: buildPoolsBySelection('topByTVL'),
984
+ topByTVLUsingTokenIn: buildPoolsBySelection('topByTVLUsingTokenIn'),
985
+ topByTVLUsingTokenOut: buildPoolsBySelection('topByTVLUsingTokenOut'),
986
+ topByTVLUsingTokenInSecondHops: buildPoolsBySelection('topByTVLUsingTokenInSecondHops'),
987
+ topByTVLUsingTokenOutSecondHops: buildPoolsBySelection('topByTVLUsingTokenOutSecondHops'),
988
+ },
989
+ };
990
+ return {
991
+ V2poolAccessor,
992
+ V3poolAccessor,
993
+ // V4poolAccessor,
994
+ candidatePools: poolsBySelection,
995
+ subgraphPools,
996
+ };
997
+ }
998
+ //# 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