@hkdex-tmp/smart-order-router 4.31.0

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Files changed (534) hide show
  1. package/CHANGELOG.md +255 -0
  2. package/LICENSE +674 -0
  3. package/README.md +320 -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 +77 -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 +111 -0
  21. package/build/main/providers/caching/route/route-caching-provider.js +86 -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 +174 -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 +242 -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 +21 -0
  33. package/build/main/providers/eth-estimate-gas-provider.js +91 -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 +47 -0
  39. package/build/main/providers/index.js +64 -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 +37 -0
  48. package/build/main/providers/on-chain-quote-provider.d.ts +258 -0
  49. package/build/main/providers/on-chain-quote-provider.js +713 -0
  50. package/build/main/providers/pool-provider.d.ts +45 -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 +46 -0
  57. package/build/main/providers/simulation-provider.js +138 -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 +56 -0
  63. package/build/main/providers/subgraph-provider.js +287 -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/tenderly-simulation-provider.d.ts +69 -0
  67. package/build/main/providers/tenderly-simulation-provider.js +460 -0
  68. package/build/main/providers/token-fee-fetcher.d.ts +31 -0
  69. package/build/main/providers/token-fee-fetcher.js +165 -0
  70. package/build/main/providers/token-properties-provider.d.ts +31 -0
  71. package/build/main/providers/token-properties-provider.js +118 -0
  72. package/build/main/providers/token-provider.d.ts +140 -0
  73. package/build/main/providers/token-provider.js +392 -0
  74. package/build/main/providers/token-validator-provider.d.ts +42 -0
  75. package/build/main/providers/token-validator-provider.js +99 -0
  76. package/build/main/providers/uri-subgraph-provider.d.ts +20 -0
  77. package/build/main/providers/uri-subgraph-provider.js +65 -0
  78. package/build/main/providers/v2/caching-pool-provider.d.ts +33 -0
  79. package/build/main/providers/v2/caching-pool-provider.js +89 -0
  80. package/build/main/providers/v2/caching-subgraph-provider.d.ts +19 -0
  81. package/build/main/providers/v2/caching-subgraph-provider.js +24 -0
  82. package/build/main/providers/v2/pool-provider.d.ts +63 -0
  83. package/build/main/providers/v2/pool-provider.js +148 -0
  84. package/build/main/providers/v2/quote-provider.d.ts +34 -0
  85. package/build/main/providers/v2/quote-provider.js +90 -0
  86. package/build/main/providers/v2/static-subgraph-provider.d.ts +19 -0
  87. package/build/main/providers/v2/static-subgraph-provider.js +168 -0
  88. package/build/main/providers/v2/subgraph-provider-with-fallback.d.ts +16 -0
  89. package/build/main/providers/v2/subgraph-provider-with-fallback.js +23 -0
  90. package/build/main/providers/v2/subgraph-provider.d.ts +53 -0
  91. package/build/main/providers/v2/subgraph-provider.js +344 -0
  92. package/build/main/providers/v2/uri-subgraph-provider.d.ts +4 -0
  93. package/build/main/providers/v2/uri-subgraph-provider.js +8 -0
  94. package/build/main/providers/v3/caching-pool-provider.d.ts +32 -0
  95. package/build/main/providers/v3/caching-pool-provider.js +84 -0
  96. package/build/main/providers/v3/caching-subgraph-provider.d.ts +19 -0
  97. package/build/main/providers/v3/caching-subgraph-provider.js +24 -0
  98. package/build/main/providers/v3/gas-data-provider.d.ts +39 -0
  99. package/build/main/providers/v3/gas-data-provider.js +26 -0
  100. package/build/main/providers/v3/pool-provider.d.ts +77 -0
  101. package/build/main/providers/v3/pool-provider.js +108 -0
  102. package/build/main/providers/v3/static-subgraph-provider.d.ts +21 -0
  103. package/build/main/providers/v3/static-subgraph-provider.js +217 -0
  104. package/build/main/providers/v3/subgraph-provider-with-fallback.d.ts +12 -0
  105. package/build/main/providers/v3/subgraph-provider-with-fallback.js +19 -0
  106. package/build/main/providers/v3/subgraph-provider.d.ts +45 -0
  107. package/build/main/providers/v3/subgraph-provider.js +47 -0
  108. package/build/main/providers/v3/uri-subgraph-provider.d.ts +4 -0
  109. package/build/main/providers/v3/uri-subgraph-provider.js +8 -0
  110. package/build/main/providers/v4/caching-pool-provider.d.ts +24 -0
  111. package/build/main/providers/v4/caching-pool-provider.js +81 -0
  112. package/build/main/providers/v4/caching-subgraph-provider.d.ts +19 -0
  113. package/build/main/providers/v4/caching-subgraph-provider.js +0 -0
  114. package/build/main/providers/v4/euler-swap-hooks-subgraph-provider.d.ts +25 -0
  115. package/build/main/providers/v4/euler-swap-hooks-subgraph-provider.js +160 -0
  116. package/build/main/providers/v4/pool-provider.d.ts +58 -0
  117. package/build/main/providers/v4/pool-provider.js +115 -0
  118. package/build/main/providers/v4/static-subgraph-provider.d.ts +15 -0
  119. package/build/main/providers/v4/static-subgraph-provider.js +78 -0
  120. package/build/main/providers/v4/subgraph-provider-with-fallback.d.ts +5 -0
  121. package/build/main/providers/v4/subgraph-provider-with-fallback.js +12 -0
  122. package/build/main/providers/v4/subgraph-provider.d.ts +63 -0
  123. package/build/main/providers/v4/subgraph-provider.js +63 -0
  124. package/build/main/providers/v4/uri-subgraph-provider.d.ts +4 -0
  125. package/build/main/providers/v4/uri-subgraph-provider.js +8 -0
  126. package/build/main/routers/alpha-router/alpha-router.d.ts +483 -0
  127. package/build/main/routers/alpha-router/alpha-router.js +1679 -0
  128. package/build/main/routers/alpha-router/config.d.ts +4 -0
  129. package/build/main/routers/alpha-router/config.js +131 -0
  130. package/build/main/routers/alpha-router/entities/index.d.ts +1 -0
  131. package/build/main/routers/alpha-router/entities/index.js +18 -0
  132. package/build/main/routers/alpha-router/entities/route-with-valid-quote.d.ts +208 -0
  133. package/build/main/routers/alpha-router/entities/route-with-valid-quote.js +194 -0
  134. package/build/main/routers/alpha-router/functions/best-swap-route.d.ts +24 -0
  135. package/build/main/routers/alpha-router/functions/best-swap-route.js +538 -0
  136. package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.d.ts +3 -0
  137. package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.js +18 -0
  138. package/build/main/routers/alpha-router/functions/compute-all-routes.d.ts +12 -0
  139. package/build/main/routers/alpha-router/functions/compute-all-routes.js +133 -0
  140. package/build/main/routers/alpha-router/functions/get-candidate-pools.d.ts +126 -0
  141. package/build/main/routers/alpha-router/functions/get-candidate-pools.js +1532 -0
  142. package/build/main/routers/alpha-router/gas-models/gas-costs.d.ts +12 -0
  143. package/build/main/routers/alpha-router/gas-models/gas-costs.js +194 -0
  144. package/build/main/routers/alpha-router/gas-models/gas-model.d.ts +107 -0
  145. package/build/main/routers/alpha-router/gas-models/gas-model.js +119 -0
  146. package/build/main/routers/alpha-router/gas-models/index.d.ts +2 -0
  147. package/build/main/routers/alpha-router/gas-models/index.js +19 -0
  148. package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.d.ts +24 -0
  149. package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.js +161 -0
  150. package/build/main/routers/alpha-router/gas-models/tick-based-heuristic-gas-model.d.ts +15 -0
  151. package/build/main/routers/alpha-router/gas-models/tick-based-heuristic-gas-model.js +191 -0
  152. package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.d.ts +31 -0
  153. package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.js +169 -0
  154. package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.d.ts +26 -0
  155. package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.js +41 -0
  156. package/build/main/routers/alpha-router/gas-models/v4/v4-heuristic-gas-model.d.ts +15 -0
  157. package/build/main/routers/alpha-router/gas-models/v4/v4-heuristic-gas-model.js +40 -0
  158. package/build/main/routers/alpha-router/index.d.ts +4 -0
  159. package/build/main/routers/alpha-router/index.js +21 -0
  160. package/build/main/routers/alpha-router/quoters/base-quoter.d.ts +76 -0
  161. package/build/main/routers/alpha-router/quoters/base-quoter.js +76 -0
  162. package/build/main/routers/alpha-router/quoters/index.d.ts +5 -0
  163. package/build/main/routers/alpha-router/quoters/index.js +22 -0
  164. package/build/main/routers/alpha-router/quoters/mixed-quoter.d.ts +32 -0
  165. package/build/main/routers/alpha-router/quoters/mixed-quoter.js +154 -0
  166. package/build/main/routers/alpha-router/quoters/model/index.d.ts +1 -0
  167. package/build/main/routers/alpha-router/quoters/model/index.js +18 -0
  168. package/build/main/routers/alpha-router/quoters/model/results/get-quotes-result.d.ts +6 -0
  169. package/build/main/routers/alpha-router/quoters/model/results/get-quotes-result.js +3 -0
  170. package/build/main/routers/alpha-router/quoters/model/results/get-routes-result.d.ts +6 -0
  171. package/build/main/routers/alpha-router/quoters/model/results/get-routes-result.js +3 -0
  172. package/build/main/routers/alpha-router/quoters/model/results/index.d.ts +2 -0
  173. package/build/main/routers/alpha-router/quoters/model/results/index.js +19 -0
  174. package/build/main/routers/alpha-router/quoters/v2-quoter.d.ts +24 -0
  175. package/build/main/routers/alpha-router/quoters/v2-quoter.js +141 -0
  176. package/build/main/routers/alpha-router/quoters/v3-quoter.d.ts +19 -0
  177. package/build/main/routers/alpha-router/quoters/v3-quoter.js +125 -0
  178. package/build/main/routers/alpha-router/quoters/v4-quoter.d.ts +18 -0
  179. package/build/main/routers/alpha-router/quoters/v4-quoter.js +122 -0
  180. package/build/main/routers/index.d.ts +4 -0
  181. package/build/main/routers/index.js +21 -0
  182. package/build/main/routers/legacy-router/bases.d.ts +213 -0
  183. package/build/main/routers/legacy-router/bases.js +124 -0
  184. package/build/main/routers/legacy-router/index.d.ts +1 -0
  185. package/build/main/routers/legacy-router/index.js +18 -0
  186. package/build/main/routers/legacy-router/legacy-router.d.ts +41 -0
  187. package/build/main/routers/legacy-router/legacy-router.js +291 -0
  188. package/build/main/routers/router.d.ts +195 -0
  189. package/build/main/routers/router.js +92 -0
  190. package/build/main/tsconfig.tsbuildinfo +1 -0
  191. package/build/main/types/other/commons.d.ts +16 -0
  192. package/build/main/types/other/commons.js +6 -0
  193. package/build/main/types/other/factories/Erc20__factory.d.ts +45 -0
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  195. package/build/main/types/other/factories/GasDataArbitrum__factory.d.ts +18 -0
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  197. package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.d.ts +41 -0
  198. package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.js +156 -0
  199. package/build/main/types/other/factories/ITokenValidator__factory.d.ts +22 -0
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  201. package/build/main/types/other/factories/MixedRouteQuoterV2__factory.d.ts +86 -0
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  207. package/build/main/types/other/factories/SwapRouter02__factory.d.ts +67 -0
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  209. package/build/main/types/other/factories/TokenFeeDetector__factory.d.ts +47 -0
  210. package/build/main/types/other/factories/TokenFeeDetector__factory.js +243 -0
  211. package/build/main/types/other/factories/V4Quoter__factory.d.ts +37 -0
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  213. package/build/main/types/v2/commons.d.ts +16 -0
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  215. package/build/main/types/v2/factories/IUniswapV2Pair__factory.d.ts +35 -0
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  225. package/build/main/types/v3/factories/UniswapInterfaceMulticall__factory.d.ts +61 -0
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  253. package/build/main/util/mixedRouteFilterOutV4Pools.d.ts +3 -0
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  255. package/build/main/util/onchainQuoteProviderConfigs.d.ts +42 -0
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  257. package/build/main/util/pool.d.ts +5 -0
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  259. package/build/main/util/protocols.d.ts +2 -0
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  261. package/build/main/util/routes.d.ts +11 -0
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  263. package/build/main/util/serializeRouteIds.d.ts +2 -0
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  265. package/build/main/util/tenderlySimulationErrorBreakDown.d.ts +3 -0
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  267. package/build/main/util/unsupported-tokens.d.ts +37 -0
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  269. package/build/module/index.d.ts +3 -0
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@@ -0,0 +1,1532 @@
1
+ "use strict";
2
+ var __importDefault = (this && this.__importDefault) || function (mod) {
3
+ return (mod && mod.__esModule) ? mod : { "default": mod };
4
+ };
5
+ Object.defineProperty(exports, "__esModule", { value: true });
6
+ exports.getMixedRouteCandidatePools = exports.getV2CandidatePools = exports.getV3CandidatePools = exports.getV4CandidatePools = exports.getMixedCrossLiquidityCandidatePools = void 0;
7
+ const router_sdk_1 = require("@uniswap/router-sdk");
8
+ const sdk_core_1 = require("@uniswap/sdk-core");
9
+ const universal_router_sdk_1 = require("@uniswap/universal-router-sdk");
10
+ const v4_sdk_1 = require("@uniswap/v4-sdk");
11
+ const lodash_1 = __importDefault(require("lodash"));
12
+ const providers_1 = require("../../../providers");
13
+ const token_provider_1 = require("../../../providers/token-provider");
14
+ const util_1 = require("../../../util");
15
+ const amounts_1 = require("../../../util/amounts");
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+ const log_1 = require("../../../util/log");
17
+ const metric_1 = require("../../../util/metric");
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+ const baseTokensByChain = {
19
+ [sdk_core_1.ChainId.MAINNET]: [
20
+ token_provider_1.USDC_MAINNET,
21
+ token_provider_1.USDT_MAINNET,
22
+ token_provider_1.WBTC_MAINNET,
23
+ token_provider_1.DAI_MAINNET,
24
+ util_1.WRAPPED_NATIVE_CURRENCY[1],
25
+ token_provider_1.FEI_MAINNET,
26
+ token_provider_1.WSTETH_MAINNET,
27
+ ],
28
+ [sdk_core_1.ChainId.OPTIMISM]: [
29
+ token_provider_1.DAI_OPTIMISM,
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+ token_provider_1.USDC_OPTIMISM,
31
+ token_provider_1.USDT_OPTIMISM,
32
+ token_provider_1.WBTC_OPTIMISM,
33
+ ],
34
+ [sdk_core_1.ChainId.SEPOLIA]: [token_provider_1.DAI_SEPOLIA, token_provider_1.USDC_SEPOLIA],
35
+ [sdk_core_1.ChainId.OPTIMISM_GOERLI]: [
36
+ token_provider_1.DAI_OPTIMISM_GOERLI,
37
+ token_provider_1.USDC_OPTIMISM_GOERLI,
38
+ token_provider_1.USDT_OPTIMISM_GOERLI,
39
+ token_provider_1.WBTC_OPTIMISM_GOERLI,
40
+ ],
41
+ [sdk_core_1.ChainId.OPTIMISM_SEPOLIA]: [
42
+ providers_1.DAI_OPTIMISM_SEPOLIA,
43
+ providers_1.USDC_OPTIMISM_SEPOLIA,
44
+ providers_1.USDT_OPTIMISM_SEPOLIA,
45
+ providers_1.WBTC_OPTIMISM_SEPOLIA,
46
+ ],
47
+ [sdk_core_1.ChainId.HASHKEY_TESTNET]: [
48
+ util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.HASHKEY_TESTNET],
49
+ token_provider_1.USDT_HASHKEYCHAIN_TESTNET,
50
+ ],
51
+ [sdk_core_1.ChainId.ARBITRUM_ONE]: [
52
+ token_provider_1.DAI_ARBITRUM,
53
+ token_provider_1.USDC_ARBITRUM,
54
+ token_provider_1.WBTC_ARBITRUM,
55
+ token_provider_1.USDT_ARBITRUM,
56
+ ],
57
+ [sdk_core_1.ChainId.ARBITRUM_GOERLI]: [token_provider_1.USDC_ARBITRUM_GOERLI],
58
+ [sdk_core_1.ChainId.ARBITRUM_SEPOLIA]: [providers_1.USDC_ARBITRUM_SEPOLIA],
59
+ [sdk_core_1.ChainId.POLYGON]: [token_provider_1.USDC_POLYGON, token_provider_1.WMATIC_POLYGON],
60
+ [sdk_core_1.ChainId.POLYGON_MUMBAI]: [token_provider_1.DAI_POLYGON_MUMBAI, token_provider_1.WMATIC_POLYGON_MUMBAI],
61
+ [sdk_core_1.ChainId.CELO]: [token_provider_1.CUSD_CELO, token_provider_1.CEUR_CELO, token_provider_1.CELO],
62
+ [sdk_core_1.ChainId.CELO_ALFAJORES]: [
63
+ token_provider_1.CUSD_CELO_ALFAJORES,
64
+ token_provider_1.CEUR_CELO_ALFAJORES,
65
+ token_provider_1.CELO_ALFAJORES,
66
+ ],
67
+ [sdk_core_1.ChainId.GNOSIS]: [token_provider_1.WBTC_GNOSIS, token_provider_1.WXDAI_GNOSIS, token_provider_1.USDC_ETHEREUM_GNOSIS],
68
+ [sdk_core_1.ChainId.MOONBEAM]: [
69
+ token_provider_1.DAI_MOONBEAM,
70
+ token_provider_1.USDC_MOONBEAM,
71
+ token_provider_1.WBTC_MOONBEAM,
72
+ token_provider_1.WGLMR_MOONBEAM,
73
+ ],
74
+ [sdk_core_1.ChainId.BNB]: [token_provider_1.DAI_BNB, token_provider_1.USDC_BNB, token_provider_1.USDT_BNB],
75
+ [sdk_core_1.ChainId.AVALANCHE]: [token_provider_1.DAI_AVAX, token_provider_1.USDC_AVAX],
76
+ [sdk_core_1.ChainId.BASE]: [token_provider_1.USDC_BASE],
77
+ [sdk_core_1.ChainId.BLAST]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.BLAST], token_provider_1.USDB_BLAST],
78
+ [sdk_core_1.ChainId.ZORA]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.ZORA]],
79
+ [sdk_core_1.ChainId.ZKSYNC]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.ZKSYNC]],
80
+ [sdk_core_1.ChainId.WORLDCHAIN]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.WORLDCHAIN]],
81
+ [sdk_core_1.ChainId.UNICHAIN_SEPOLIA]: [
82
+ util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.UNICHAIN_SEPOLIA],
83
+ ],
84
+ [sdk_core_1.ChainId.MONAD_TESTNET]: [
85
+ util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.MONAD_TESTNET],
86
+ token_provider_1.USDT_MONAD_TESTNET,
87
+ ],
88
+ [sdk_core_1.ChainId.MONAD]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.MONAD], token_provider_1.USDC_MONAD],
89
+ [sdk_core_1.ChainId.BASE_SEPOLIA]: [
90
+ util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.BASE_SEPOLIA],
91
+ token_provider_1.USDC_BASE_SEPOLIA,
92
+ ],
93
+ [sdk_core_1.ChainId.UNICHAIN]: [
94
+ util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.UNICHAIN],
95
+ token_provider_1.DAI_UNICHAIN,
96
+ token_provider_1.USDC_UNICHAIN,
97
+ ],
98
+ [sdk_core_1.ChainId.SONEIUM]: [token_provider_1.USDC_SONEIUM, util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.SONEIUM]],
99
+ [sdk_core_1.ChainId.XLAYER]: [token_provider_1.USDC_XLAYER, util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.XLAYER]],
100
+ };
101
+ const excludedV3PoolIds = new Set([
102
+ // https://linear.app/uniswap/issue/CX-1005
103
+ '0x0f681f10ab1aa1cde04232a199fe3c6f2652a80c'.toLowerCase(),
104
+ ]);
105
+ class SubcategorySelectionPools {
106
+ constructor(pools, poolsNeeded) {
107
+ this.pools = pools;
108
+ this.poolsNeeded = poolsNeeded;
109
+ }
110
+ hasEnoughPools() {
111
+ return this.pools.length >= this.poolsNeeded;
112
+ }
113
+ }
114
+ /**
115
+ * Function that finds any missing pools that were not selected by the heuristic but that would
116
+ * create a route with the topPool by TVL with either tokenIn or tokenOut across protocols.
117
+ *
118
+ * e.g. In V2CandidatePools we found that wstETH/DOG is the most liquid pool,
119
+ * then in V3CandidatePools ETH/wstETH is *not* the most liquid pool, so it is not selected
120
+ * This process will look for that pool in order to complete the route.
121
+ *
122
+ */
123
+ async function getMixedCrossLiquidityCandidatePools({ tokenIn, tokenOut, blockNumber, v2SubgraphProvider, v3SubgraphProvider, v2Candidates, v3Candidates, v4Candidates, mixedCrossLiquidityV3AgainstV4Supported, chainId, }) {
124
+ var _a, _b, _c, _d, _e, _f, _g, _h;
125
+ const v2Pools = (await v2SubgraphProvider.getPools(tokenIn, tokenOut, {
126
+ blockNumber,
127
+ })).sort((a, b) => b.reserve - a.reserve);
128
+ const v3Pools = (await v3SubgraphProvider.getPools(tokenIn, tokenOut, {
129
+ blockNumber,
130
+ })).sort((a, b) => b.tvlUSD - a.tvlUSD);
131
+ const tokenInAddress = tokenIn.address.toLowerCase();
132
+ const tokenOutAddress = tokenOut.address.toLowerCase();
133
+ const v2AgainstV3SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v2Pools, v2Candidates, v3Candidates);
134
+ const v3AgainstV2SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v2Candidates);
135
+ const v3AgainstV4SelectedPools = chainId && (mixedCrossLiquidityV3AgainstV4Supported === null || mixedCrossLiquidityV3AgainstV4Supported === void 0 ? void 0 : mixedCrossLiquidityV3AgainstV4Supported.includes(chainId))
136
+ ? findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v4Candidates)
137
+ : { forTokenIn: undefined, forTokenOut: undefined };
138
+ // this is for deduplicate v3 pools, in case both v4 and v2 select the same v3 pools for tokenIn/tokenOut
139
+ if (((_a = v3AgainstV4SelectedPools.forTokenIn) === null || _a === void 0 ? void 0 : _a.id) ===
140
+ ((_b = v3AgainstV2SelectedPools.forTokenIn) === null || _b === void 0 ? void 0 : _b.id) ||
141
+ ((_c = v3AgainstV4SelectedPools.forTokenIn) === null || _c === void 0 ? void 0 : _c.id) ===
142
+ ((_d = v3AgainstV2SelectedPools.forTokenOut) === null || _d === void 0 ? void 0 : _d.id)) {
143
+ v3AgainstV4SelectedPools.forTokenIn = undefined;
144
+ }
145
+ if (((_e = v3AgainstV4SelectedPools.forTokenOut) === null || _e === void 0 ? void 0 : _e.id) ===
146
+ ((_f = v3AgainstV2SelectedPools.forTokenIn) === null || _f === void 0 ? void 0 : _f.id) ||
147
+ ((_g = v3AgainstV4SelectedPools.forTokenOut) === null || _g === void 0 ? void 0 : _g.id) ===
148
+ ((_h = v3AgainstV2SelectedPools.forTokenOut) === null || _h === void 0 ? void 0 : _h.id)) {
149
+ v3AgainstV4SelectedPools.forTokenOut = undefined;
150
+ }
151
+ const selectedV2Pools = [
152
+ v2AgainstV3SelectedPools.forTokenIn,
153
+ v2AgainstV3SelectedPools.forTokenOut,
154
+ ].filter((pool) => pool !== undefined);
155
+ const selectedV3Pools = [
156
+ v3AgainstV2SelectedPools.forTokenIn,
157
+ v3AgainstV2SelectedPools.forTokenOut,
158
+ v3AgainstV4SelectedPools.forTokenIn,
159
+ v3AgainstV4SelectedPools.forTokenOut,
160
+ ].filter((pool) => pool !== undefined);
161
+ return {
162
+ v2Pools: selectedV2Pools,
163
+ v3Pools: selectedV3Pools,
164
+ v4Pools: [],
165
+ };
166
+ }
167
+ exports.getMixedCrossLiquidityCandidatePools = getMixedCrossLiquidityCandidatePools;
168
+ function findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, pools, candidatesInProtocolToSearch, candidatesInContextProtocol) {
169
+ var _a;
170
+ const selectedPools = {};
171
+ const previouslySelectedPools = new Set((_a = candidatesInProtocolToSearch === null || candidatesInProtocolToSearch === void 0 ? void 0 : candidatesInProtocolToSearch.subgraphPools.map((pool) => pool.id)) !== null && _a !== void 0 ? _a : []);
172
+ const topPoolByTvlWithTokenOut = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenOut[0];
173
+ const crossTokenAgainstTokenOut = (topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase()) === tokenOutAddress
174
+ ? topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token1.id.toLowerCase()
175
+ : topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase();
176
+ const topPoolByTvlWithTokenIn = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenIn[0];
177
+ const crossTokenAgainstTokenIn = (topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase()) === tokenInAddress
178
+ ? topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token1.id.toLowerCase()
179
+ : topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase();
180
+ for (const pool of pools) {
181
+ // If we already found both pools for tokenIn and tokenOut. break out of this for loop.
182
+ if (selectedPools.forTokenIn !== undefined &&
183
+ selectedPools.forTokenOut !== undefined) {
184
+ break;
185
+ }
186
+ // If the pool has already been selected. continue to the next pool.
187
+ if (previouslySelectedPools.has(pool.id.toLowerCase())) {
188
+ continue;
189
+ }
190
+ const poolToken0Address = pool.token0.id.toLowerCase();
191
+ const poolToken1Address = pool.token1.id.toLowerCase();
192
+ // If we haven't selected the pool for tokenIn, and we found a pool matching the tokenOut, and the intermediateToken, select this pool
193
+ if (selectedPools.forTokenIn === undefined &&
194
+ ((poolToken0Address === tokenOutAddress &&
195
+ poolToken1Address === crossTokenAgainstTokenIn) ||
196
+ (poolToken1Address === tokenOutAddress &&
197
+ poolToken0Address === crossTokenAgainstTokenIn))) {
198
+ selectedPools.forTokenIn = pool;
199
+ }
200
+ // If we haven't selected the pool for tokenOut, and we found a pool matching the tokenIn, and the intermediateToken, select this pool
201
+ if (selectedPools.forTokenOut === undefined &&
202
+ ((poolToken0Address === tokenInAddress &&
203
+ poolToken1Address === crossTokenAgainstTokenOut) ||
204
+ (poolToken1Address === tokenInAddress &&
205
+ poolToken0Address === crossTokenAgainstTokenOut))) {
206
+ selectedPools.forTokenOut = pool;
207
+ }
208
+ }
209
+ return selectedPools;
210
+ }
211
+ // TODO: ROUTE-241 - refactor getV3CandidatePools against getV4CandidatePools
212
+ async function getV4CandidatePools({ currencyIn, currencyOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, v4PoolParams = (0, util_1.getApplicableV4FeesTickspacingsHooks)(chainId), }) {
213
+ var _a, _b, _c, _d, _e;
214
+ const { blockNumber, v4PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
215
+ const tokenInAddress = (0, util_1.getAddressLowerCase)(currencyIn);
216
+ const tokenOutAddress = (0, util_1.getAddressLowerCase)(currencyOut);
217
+ const beforeSubgraphPools = Date.now();
218
+ const allPools = await subgraphProvider.getPools(currencyIn, currencyOut, {
219
+ blockNumber,
220
+ });
221
+ log_1.log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V4 subgraph provider');
222
+ // Although this is less of an optimization than the V2 equivalent,
223
+ // save some time copying objects by mutating the underlying pool directly.
224
+ for (const pool of allPools) {
225
+ pool.token0.id = pool.token0.id.toLowerCase();
226
+ pool.token1.id = pool.token1.id.toLowerCase();
227
+ }
228
+ metric_1.metric.putMetric('V4SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
229
+ const beforePoolsFiltered = Date.now();
230
+ // Only consider pools where neither tokens are in the blocked token list.
231
+ let filteredPools = allPools;
232
+ if (blockedTokenListProvider) {
233
+ filteredPools = [];
234
+ for (const pool of allPools) {
235
+ const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
236
+ const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
237
+ if (token0InBlocklist || token1InBlocklist) {
238
+ continue;
239
+ }
240
+ filteredPools.push(pool);
241
+ }
242
+ }
243
+ // Sort by tvlUSD in descending order
244
+ const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
245
+ log_1.log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
246
+ const poolAddressesSoFar = new Set();
247
+ const addToAddressSet = (pools) => {
248
+ (0, lodash_1.default)(pools)
249
+ .map((pool) => pool.id)
250
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
251
+ };
252
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
253
+ const topByBaseWithTokenIn = (0, lodash_1.default)(baseTokens)
254
+ .flatMap((token) => {
255
+ return (0, lodash_1.default)(subgraphPoolsSorted)
256
+ .filter((subgraphPool) => {
257
+ const tokenAddress = token.address.toLowerCase();
258
+ return ((subgraphPool.token0.id == tokenAddress &&
259
+ subgraphPool.token1.id == tokenInAddress) ||
260
+ (subgraphPool.token1.id == tokenAddress &&
261
+ subgraphPool.token0.id == tokenInAddress));
262
+ })
263
+ .filter((subgraphPool) => {
264
+ // in case of hooks only, it means we want to filter out hookless pools
265
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
266
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
267
+ }
268
+ // in case of no hooks, it means we want to filter out hook pools
269
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
270
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
271
+ }
272
+ // otherwise it's the default case, so we just return true
273
+ return true;
274
+ })
275
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
276
+ .slice(0, topNWithEachBaseToken)
277
+ .value();
278
+ })
279
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
280
+ .slice(0, topNWithBaseToken)
281
+ .value();
282
+ const topByBaseWithTokenOut = (0, lodash_1.default)(baseTokens)
283
+ .flatMap((token) => {
284
+ return (0, lodash_1.default)(subgraphPoolsSorted)
285
+ .filter((subgraphPool) => {
286
+ const tokenAddress = token.address.toLowerCase();
287
+ return ((subgraphPool.token0.id == tokenAddress &&
288
+ subgraphPool.token1.id == tokenOutAddress) ||
289
+ (subgraphPool.token1.id == tokenAddress &&
290
+ subgraphPool.token0.id == tokenOutAddress));
291
+ })
292
+ .filter((subgraphPool) => {
293
+ // in case of hooks only, it means we want to filter out hookless pools
294
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
295
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
296
+ }
297
+ // in case of no hooks, it means we want to filter out hook pools
298
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
299
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
300
+ }
301
+ // otherwise it's the default case, so we just return true
302
+ return true;
303
+ })
304
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
305
+ .slice(0, topNWithEachBaseToken)
306
+ .value();
307
+ })
308
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
309
+ .slice(0, topNWithBaseToken)
310
+ .value();
311
+ let top2DirectSwapPool = (0, lodash_1.default)(subgraphPoolsSorted)
312
+ .filter((subgraphPool) => {
313
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
314
+ ((subgraphPool.token0.id == tokenInAddress &&
315
+ subgraphPool.token1.id == tokenOutAddress) ||
316
+ (subgraphPool.token1.id == tokenInAddress &&
317
+ subgraphPool.token0.id == tokenOutAddress)));
318
+ })
319
+ .filter((subgraphPool) => {
320
+ // in case of hooks only, it means we want to filter out hookless pools
321
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
322
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
323
+ }
324
+ // in case of no hooks, it means we want to filter out hook pools
325
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
326
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
327
+ }
328
+ // otherwise it's the default case, so we just return true
329
+ return true;
330
+ })
331
+ .slice(0, topNDirectSwaps)
332
+ .value();
333
+ if (top2DirectSwapPool.length == 0 &&
334
+ topNDirectSwaps > 0 &&
335
+ routingConfig.hooksOptions !== util_1.HooksOptions.HOOKS_ONLY) {
336
+ // If we requested direct swap pools but did not find any in the subgraph query.
337
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
338
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
339
+ // Also we need to avoid adding hookless pools into the query, when upstream requested hooksOnly
340
+ top2DirectSwapPool = lodash_1.default.map(v4PoolParams, (poolParams) => {
341
+ const [fee, tickSpacing, hooks] = poolParams;
342
+ const { currency0, currency1, poolId } = poolProvider.getPoolId(currencyIn, currencyOut, fee, tickSpacing, hooks);
343
+ return {
344
+ id: poolId,
345
+ feeTier: fee.toString(),
346
+ tickSpacing: tickSpacing.toString(),
347
+ hooks: hooks,
348
+ liquidity: '10000',
349
+ token0: {
350
+ symbol: currency0.symbol,
351
+ id: (0, util_1.getAddress)(currency0),
352
+ name: currency0.name,
353
+ decimals: currency0.decimals.toString(),
354
+ },
355
+ token1: {
356
+ symbol: currency1.symbol,
357
+ id: (0, util_1.getAddress)(currency1),
358
+ name: currency1.name,
359
+ decimals: currency1.decimals.toString(),
360
+ },
361
+ tvlETH: 10000,
362
+ tvlUSD: 10000,
363
+ };
364
+ });
365
+ }
366
+ addToAddressSet(top2DirectSwapPool);
367
+ const wrappedNativeAddress = (_b = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
368
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
369
+ // We don't check the seen address set because if we've already added pools for getting native quotes
370
+ // theres no need to add more.
371
+ let top2EthQuoteTokenPool = [];
372
+ if ((((_c = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
373
+ ((_d = util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
374
+ currencyOut.symbol != 'WETH' &&
375
+ currencyOut.symbol != 'WETH9' &&
376
+ currencyOut.symbol != 'ETH') ||
377
+ (((_e = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == token_provider_1.WMATIC_POLYGON.symbol &&
378
+ currencyOut.symbol != 'MATIC' &&
379
+ currencyOut.symbol != 'WMATIC')) {
380
+ top2EthQuoteTokenPool = (0, lodash_1.default)(subgraphPoolsSorted)
381
+ .filter((subgraphPool) => {
382
+ if (routeType == sdk_core_1.TradeType.EXACT_INPUT) {
383
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
384
+ subgraphPool.token1.id == tokenOutAddress) ||
385
+ (subgraphPool.token1.id == wrappedNativeAddress &&
386
+ subgraphPool.token0.id == tokenOutAddress));
387
+ }
388
+ else {
389
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
390
+ subgraphPool.token1.id == tokenInAddress) ||
391
+ (subgraphPool.token1.id == wrappedNativeAddress &&
392
+ subgraphPool.token0.id == tokenInAddress));
393
+ }
394
+ })
395
+ .slice(0, 1)
396
+ .value();
397
+ }
398
+ addToAddressSet(top2EthQuoteTokenPool);
399
+ const topByTVL = (0, lodash_1.default)(subgraphPoolsSorted)
400
+ .filter((subgraphPool) => {
401
+ return !poolAddressesSoFar.has(subgraphPool.id);
402
+ })
403
+ .slice(0, topN)
404
+ .value();
405
+ addToAddressSet(topByTVL);
406
+ const topByTVLUsingTokenIn = (0, lodash_1.default)(subgraphPoolsSorted)
407
+ .filter((subgraphPool) => {
408
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
409
+ (subgraphPool.token0.id == tokenInAddress ||
410
+ subgraphPool.token1.id == tokenInAddress));
411
+ })
412
+ .filter((subgraphPool) => {
413
+ // in case of hooks only, it means we want to filter out hookless pools
414
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
415
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
416
+ }
417
+ // in case of no hooks, it means we want to filter out hook pools
418
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
419
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
420
+ }
421
+ // otherwise it's the default case, so we just return true
422
+ return true;
423
+ })
424
+ .slice(0, topNTokenInOut)
425
+ .value();
426
+ addToAddressSet(topByTVLUsingTokenIn);
427
+ const topByTVLUsingTokenOut = (0, lodash_1.default)(subgraphPoolsSorted)
428
+ .filter((subgraphPool) => {
429
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
430
+ (subgraphPool.token0.id == tokenOutAddress ||
431
+ subgraphPool.token1.id == tokenOutAddress));
432
+ })
433
+ .filter((subgraphPool) => {
434
+ // in case of hooks only, it means we want to filter out hookless pools
435
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
436
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
437
+ }
438
+ // in case of no hooks, it means we want to filter out hook pools
439
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
440
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
441
+ }
442
+ // otherwise it's the default case, so we just return true
443
+ return true;
444
+ })
445
+ .slice(0, topNTokenInOut)
446
+ .value();
447
+ addToAddressSet(topByTVLUsingTokenOut);
448
+ const topByTVLUsingTokenInSecondHops = (0, lodash_1.default)(topByTVLUsingTokenIn)
449
+ .map((subgraphPool) => {
450
+ return tokenInAddress == subgraphPool.token0.id
451
+ ? subgraphPool.token1.id
452
+ : subgraphPool.token0.id;
453
+ })
454
+ .flatMap((secondHopId) => {
455
+ var _a;
456
+ return (0, lodash_1.default)(subgraphPoolsSorted)
457
+ .filter((subgraphPool) => {
458
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
459
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
460
+ (subgraphPool.token0.id == secondHopId ||
461
+ subgraphPool.token1.id == secondHopId));
462
+ })
463
+ .filter((subgraphPool) => {
464
+ // in case of hooks only, it means we want to filter out hookless pools
465
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
466
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
467
+ }
468
+ // in case of no hooks, it means we want to filter out hook pools
469
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
470
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
471
+ }
472
+ // otherwise it's the default case, so we just return true
473
+ return true;
474
+ })
475
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
476
+ .value();
477
+ })
478
+ .uniqBy((pool) => pool.id)
479
+ .value();
480
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
481
+ const topByTVLUsingTokenOutSecondHops = (0, lodash_1.default)(topByTVLUsingTokenOut)
482
+ .map((subgraphPool) => {
483
+ return tokenOutAddress == subgraphPool.token0.id
484
+ ? subgraphPool.token1.id
485
+ : subgraphPool.token0.id;
486
+ })
487
+ .flatMap((secondHopId) => {
488
+ var _a;
489
+ return (0, lodash_1.default)(subgraphPoolsSorted)
490
+ .filter((subgraphPool) => {
491
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
492
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
493
+ (subgraphPool.token0.id == secondHopId ||
494
+ subgraphPool.token1.id == secondHopId));
495
+ })
496
+ .filter((subgraphPool) => {
497
+ // in case of hooks only, it means we want to filter out hookless pools
498
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
499
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
500
+ }
501
+ // in case of no hooks, it means we want to filter out hook pools
502
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
503
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
504
+ }
505
+ // otherwise it's the default case, so we just return true
506
+ return true;
507
+ })
508
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
509
+ .value();
510
+ })
511
+ .uniqBy((pool) => pool.id)
512
+ .value();
513
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
514
+ const subgraphPools = (0, lodash_1.default)([
515
+ ...topByBaseWithTokenIn,
516
+ ...topByBaseWithTokenOut,
517
+ ...top2DirectSwapPool,
518
+ ...top2EthQuoteTokenPool,
519
+ ...topByTVL,
520
+ ...topByTVLUsingTokenIn,
521
+ ...topByTVLUsingTokenOut,
522
+ ...topByTVLUsingTokenInSecondHops,
523
+ ...topByTVLUsingTokenOutSecondHops,
524
+ ])
525
+ .compact()
526
+ .uniqBy((pool) => pool.id)
527
+ .value();
528
+ const tokenAddresses = (0, lodash_1.default)(subgraphPools)
529
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
530
+ .compact()
531
+ .uniq()
532
+ .value();
533
+ log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V4 pools we are considering`);
534
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
535
+ blockNumber,
536
+ });
537
+ const printV4SubgraphPool = (s) => {
538
+ var _a, _b, _c, _d;
539
+ return `${(_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}/${s.tickSpacing}/${s.hooks}`;
540
+ };
541
+ log_1.log.info({
542
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV4SubgraphPool),
543
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV4SubgraphPool),
544
+ topByTVL: topByTVL.map(printV4SubgraphPool),
545
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV4SubgraphPool),
546
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV4SubgraphPool),
547
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV4SubgraphPool),
548
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV4SubgraphPool),
549
+ top2DirectSwap: top2DirectSwapPool.map(printV4SubgraphPool),
550
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV4SubgraphPool),
551
+ }, `V4 Candidate Pools`);
552
+ const tokenPairsRaw = lodash_1.default.map(subgraphPools, (subgraphPool) => {
553
+ // native currency is not erc20 token, therefore there's no way to retrieve native currency metadata as the erc20 token.
554
+ const tokenA = (0, universal_router_sdk_1.isNativeCurrency)(subgraphPool.token0.id)
555
+ ? (0, util_1.nativeOnChain)(chainId)
556
+ : tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
557
+ const tokenB = (0, universal_router_sdk_1.isNativeCurrency)(subgraphPool.token1.id)
558
+ ? (0, util_1.nativeOnChain)(chainId)
559
+ : tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
560
+ let fee;
561
+ try {
562
+ fee = Number(subgraphPool.feeTier);
563
+ fee = (0, providers_1.isPoolFeeDynamic)(tokenA, tokenB, Number(subgraphPool.tickSpacing), subgraphPool.hooks, subgraphPool.id)
564
+ ? v4_sdk_1.DYNAMIC_FEE_FLAG
565
+ : fee;
566
+ }
567
+ catch (err) {
568
+ log_1.log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
569
+ return undefined;
570
+ }
571
+ if (!tokenA || !tokenB) {
572
+ log_1.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`);
573
+ return undefined;
574
+ }
575
+ return [
576
+ tokenA,
577
+ tokenB,
578
+ fee,
579
+ Number(subgraphPool.tickSpacing),
580
+ subgraphPool.hooks,
581
+ ];
582
+ });
583
+ const tokenPairs = lodash_1.default.compact(tokenPairsRaw);
584
+ metric_1.metric.putMetric('V4PoolsFilterLoad', Date.now() - beforePoolsFiltered, metric_1.MetricLoggerUnit.Milliseconds);
585
+ const beforePoolsLoad = Date.now();
586
+ const poolAccessor = await poolProvider.getPools(tokenPairs, {
587
+ blockNumber,
588
+ });
589
+ metric_1.metric.putMetric('V4PoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
590
+ const poolsBySelection = {
591
+ protocol: router_sdk_1.Protocol.V4,
592
+ selections: {
593
+ topByBaseWithTokenIn,
594
+ topByBaseWithTokenOut,
595
+ topByDirectSwapPool: top2DirectSwapPool,
596
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
597
+ topByTVL,
598
+ topByTVLUsingTokenIn,
599
+ topByTVLUsingTokenOut,
600
+ topByTVLUsingTokenInSecondHops,
601
+ topByTVLUsingTokenOutSecondHops,
602
+ },
603
+ };
604
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
605
+ }
606
+ exports.getV4CandidatePools = getV4CandidatePools;
607
+ async function getV3CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
608
+ var _a, _b, _c, _d, _e;
609
+ const { blockNumber, v3PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
610
+ const tokenInAddress = tokenIn.address.toLowerCase();
611
+ const tokenOutAddress = tokenOut.address.toLowerCase();
612
+ const beforeSubgraphPools = Date.now();
613
+ const allPools = await subgraphProvider.getPools(tokenIn, tokenOut, {
614
+ blockNumber,
615
+ });
616
+ log_1.log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V3 subgraph provider');
617
+ // Although this is less of an optimization than the V2 equivalent,
618
+ // save some time copying objects by mutating the underlying pool directly.
619
+ for (const pool of allPools) {
620
+ pool.token0.id = pool.token0.id.toLowerCase();
621
+ pool.token1.id = pool.token1.id.toLowerCase();
622
+ }
623
+ metric_1.metric.putMetric('V3SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
624
+ const beforePoolsFiltered = Date.now();
625
+ // Only consider pools where neither tokens are in the blocked token list.
626
+ let filteredPools = allPools;
627
+ if (blockedTokenListProvider) {
628
+ filteredPools = [];
629
+ for (const pool of allPools) {
630
+ const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
631
+ const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
632
+ if (token0InBlocklist || token1InBlocklist) {
633
+ continue;
634
+ }
635
+ filteredPools.push(pool);
636
+ }
637
+ }
638
+ // Sort by tvlUSD in descending order
639
+ const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
640
+ log_1.log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
641
+ const poolAddressesSoFar = new Set();
642
+ const addToAddressSet = (pools) => {
643
+ (0, lodash_1.default)(pools)
644
+ .map((pool) => pool.id)
645
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
646
+ };
647
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
648
+ const topByBaseWithTokenIn = (0, lodash_1.default)(baseTokens)
649
+ .flatMap((token) => {
650
+ return (0, lodash_1.default)(subgraphPoolsSorted)
651
+ .filter((subgraphPool) => {
652
+ const tokenAddress = token.address.toLowerCase();
653
+ return ((subgraphPool.token0.id == tokenAddress &&
654
+ subgraphPool.token1.id == tokenInAddress) ||
655
+ (subgraphPool.token1.id == tokenAddress &&
656
+ subgraphPool.token0.id == tokenInAddress));
657
+ })
658
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
659
+ .slice(0, topNWithEachBaseToken)
660
+ .value();
661
+ })
662
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
663
+ .slice(0, topNWithBaseToken)
664
+ .value();
665
+ const topByBaseWithTokenOut = (0, lodash_1.default)(baseTokens)
666
+ .flatMap((token) => {
667
+ return (0, lodash_1.default)(subgraphPoolsSorted)
668
+ .filter((subgraphPool) => {
669
+ const tokenAddress = token.address.toLowerCase();
670
+ return ((subgraphPool.token0.id == tokenAddress &&
671
+ subgraphPool.token1.id == tokenOutAddress) ||
672
+ (subgraphPool.token1.id == tokenAddress &&
673
+ subgraphPool.token0.id == tokenOutAddress));
674
+ })
675
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
676
+ .slice(0, topNWithEachBaseToken)
677
+ .value();
678
+ })
679
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
680
+ .slice(0, topNWithBaseToken)
681
+ .value();
682
+ let top2DirectSwapPool = (0, lodash_1.default)(subgraphPoolsSorted)
683
+ .filter((subgraphPool) => {
684
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
685
+ ((subgraphPool.token0.id == tokenInAddress &&
686
+ subgraphPool.token1.id == tokenOutAddress) ||
687
+ (subgraphPool.token1.id == tokenInAddress &&
688
+ subgraphPool.token0.id == tokenOutAddress)));
689
+ })
690
+ .slice(0, topNDirectSwaps)
691
+ .value();
692
+ if (top2DirectSwapPool.length == 0 && topNDirectSwaps > 0) {
693
+ // We don't want to re-add AMPL token pools for V3 in Mainnet.
694
+ // TODO: ROUTE-347, Remove this check once we have a better way to sync filters from subgraph cronjob <> routing path.
695
+ if (!(chainId == sdk_core_1.ChainId.MAINNET &&
696
+ (tokenIn.address.toLowerCase() ===
697
+ '0xd46ba6d942050d489dbd938a2c909a5d5039a161' ||
698
+ tokenOut.address.toLowerCase() ===
699
+ '0xd46ba6d942050d489dbd938a2c909a5d5039a161'))) {
700
+ // If we requested direct swap pools but did not find any in the subgraph query.
701
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
702
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
703
+ top2DirectSwapPool = lodash_1.default.map((0, util_1.getApplicableV3FeeAmounts)(chainId), (feeAmount) => {
704
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut, feeAmount);
705
+ return {
706
+ id: poolAddress,
707
+ feeTier: (0, util_1.unparseFeeAmount)(feeAmount),
708
+ liquidity: '10000',
709
+ token0: {
710
+ id: token0.address,
711
+ },
712
+ token1: {
713
+ id: token1.address,
714
+ },
715
+ tvlETH: 10000,
716
+ tvlUSD: 10000,
717
+ };
718
+ });
719
+ top2DirectSwapPool = top2DirectSwapPool.filter((pool) => !excludedV3PoolIds.has(pool.id.toLowerCase()));
720
+ }
721
+ }
722
+ addToAddressSet(top2DirectSwapPool);
723
+ const wrappedNativeAddress = (_b = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
724
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
725
+ // We don't check the seen address set because if we've already added pools for getting native quotes
726
+ // theres no need to add more.
727
+ let top2EthQuoteTokenPool = [];
728
+ if ((((_c = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
729
+ ((_d = util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
730
+ tokenOut.symbol != 'WETH' &&
731
+ tokenOut.symbol != 'WETH9' &&
732
+ tokenOut.symbol != 'ETH') ||
733
+ (((_e = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == token_provider_1.WMATIC_POLYGON.symbol &&
734
+ tokenOut.symbol != 'MATIC' &&
735
+ tokenOut.symbol != 'WMATIC')) {
736
+ top2EthQuoteTokenPool = (0, lodash_1.default)(subgraphPoolsSorted)
737
+ .filter((subgraphPool) => {
738
+ if (routeType == sdk_core_1.TradeType.EXACT_INPUT) {
739
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
740
+ subgraphPool.token1.id == tokenOutAddress) ||
741
+ (subgraphPool.token1.id == wrappedNativeAddress &&
742
+ subgraphPool.token0.id == tokenOutAddress));
743
+ }
744
+ else {
745
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
746
+ subgraphPool.token1.id == tokenInAddress) ||
747
+ (subgraphPool.token1.id == wrappedNativeAddress &&
748
+ subgraphPool.token0.id == tokenInAddress));
749
+ }
750
+ })
751
+ .slice(0, 1)
752
+ .value();
753
+ }
754
+ addToAddressSet(top2EthQuoteTokenPool);
755
+ const topByTVL = (0, lodash_1.default)(subgraphPoolsSorted)
756
+ .filter((subgraphPool) => {
757
+ return !poolAddressesSoFar.has(subgraphPool.id);
758
+ })
759
+ .slice(0, topN)
760
+ .value();
761
+ addToAddressSet(topByTVL);
762
+ const topByTVLUsingTokenIn = (0, lodash_1.default)(subgraphPoolsSorted)
763
+ .filter((subgraphPool) => {
764
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
765
+ (subgraphPool.token0.id == tokenInAddress ||
766
+ subgraphPool.token1.id == tokenInAddress));
767
+ })
768
+ .slice(0, topNTokenInOut)
769
+ .value();
770
+ addToAddressSet(topByTVLUsingTokenIn);
771
+ const topByTVLUsingTokenOut = (0, lodash_1.default)(subgraphPoolsSorted)
772
+ .filter((subgraphPool) => {
773
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
774
+ (subgraphPool.token0.id == tokenOutAddress ||
775
+ subgraphPool.token1.id == tokenOutAddress));
776
+ })
777
+ .slice(0, topNTokenInOut)
778
+ .value();
779
+ addToAddressSet(topByTVLUsingTokenOut);
780
+ const topByTVLUsingTokenInSecondHops = (0, lodash_1.default)(topByTVLUsingTokenIn)
781
+ .map((subgraphPool) => {
782
+ return tokenInAddress == subgraphPool.token0.id
783
+ ? subgraphPool.token1.id
784
+ : subgraphPool.token0.id;
785
+ })
786
+ .flatMap((secondHopId) => {
787
+ var _a;
788
+ return (0, lodash_1.default)(subgraphPoolsSorted)
789
+ .filter((subgraphPool) => {
790
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
791
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
792
+ (subgraphPool.token0.id == secondHopId ||
793
+ subgraphPool.token1.id == secondHopId));
794
+ })
795
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
796
+ .value();
797
+ })
798
+ .uniqBy((pool) => pool.id)
799
+ .value();
800
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
801
+ const topByTVLUsingTokenOutSecondHops = (0, lodash_1.default)(topByTVLUsingTokenOut)
802
+ .map((subgraphPool) => {
803
+ return tokenOutAddress == subgraphPool.token0.id
804
+ ? subgraphPool.token1.id
805
+ : subgraphPool.token0.id;
806
+ })
807
+ .flatMap((secondHopId) => {
808
+ var _a;
809
+ return (0, lodash_1.default)(subgraphPoolsSorted)
810
+ .filter((subgraphPool) => {
811
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
812
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
813
+ (subgraphPool.token0.id == secondHopId ||
814
+ subgraphPool.token1.id == secondHopId));
815
+ })
816
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
817
+ .value();
818
+ })
819
+ .uniqBy((pool) => pool.id)
820
+ .value();
821
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
822
+ const subgraphPools = (0, lodash_1.default)([
823
+ ...topByBaseWithTokenIn,
824
+ ...topByBaseWithTokenOut,
825
+ ...top2DirectSwapPool,
826
+ ...top2EthQuoteTokenPool,
827
+ ...topByTVL,
828
+ ...topByTVLUsingTokenIn,
829
+ ...topByTVLUsingTokenOut,
830
+ ...topByTVLUsingTokenInSecondHops,
831
+ ...topByTVLUsingTokenOutSecondHops,
832
+ ])
833
+ .compact()
834
+ .uniqBy((pool) => pool.id)
835
+ .value();
836
+ const tokenAddresses = (0, lodash_1.default)(subgraphPools)
837
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
838
+ .compact()
839
+ .uniq()
840
+ .value();
841
+ log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V3 pools we are considering`);
842
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
843
+ blockNumber,
844
+ });
845
+ const printV3SubgraphPool = (s) => {
846
+ var _a, _b, _c, _d;
847
+ return `${(_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}`;
848
+ };
849
+ log_1.log.info({
850
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV3SubgraphPool),
851
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV3SubgraphPool),
852
+ topByTVL: topByTVL.map(printV3SubgraphPool),
853
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV3SubgraphPool),
854
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV3SubgraphPool),
855
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV3SubgraphPool),
856
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV3SubgraphPool),
857
+ top2DirectSwap: top2DirectSwapPool.map(printV3SubgraphPool),
858
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV3SubgraphPool),
859
+ }, `V3 Candidate Pools`);
860
+ const tokenPairsRaw = lodash_1.default.map(subgraphPools, (subgraphPool) => {
861
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
862
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
863
+ let fee;
864
+ try {
865
+ fee = (0, amounts_1.parseFeeAmount)(subgraphPool.feeTier);
866
+ }
867
+ catch (err) {
868
+ log_1.log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
869
+ return undefined;
870
+ }
871
+ if (!tokenA || !tokenB) {
872
+ log_1.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`);
873
+ return undefined;
874
+ }
875
+ return [tokenA, tokenB, fee];
876
+ });
877
+ const tokenPairs = lodash_1.default.compact(tokenPairsRaw);
878
+ metric_1.metric.putMetric('V3PoolsFilterLoad', Date.now() - beforePoolsFiltered, metric_1.MetricLoggerUnit.Milliseconds);
879
+ const beforePoolsLoad = Date.now();
880
+ const poolAccessor = await poolProvider.getPools(tokenPairs, {
881
+ blockNumber,
882
+ });
883
+ metric_1.metric.putMetric('V3PoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
884
+ const poolsBySelection = {
885
+ protocol: router_sdk_1.Protocol.V3,
886
+ selections: {
887
+ topByBaseWithTokenIn,
888
+ topByBaseWithTokenOut,
889
+ topByDirectSwapPool: top2DirectSwapPool,
890
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
891
+ topByTVL,
892
+ topByTVLUsingTokenIn,
893
+ topByTVLUsingTokenOut,
894
+ topByTVLUsingTokenInSecondHops,
895
+ topByTVLUsingTokenOutSecondHops,
896
+ },
897
+ };
898
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
899
+ }
900
+ exports.getV3CandidatePools = getV3CandidatePools;
901
+ async function getV2CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
902
+ var _a;
903
+ const { blockNumber, v2PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
904
+ const tokenInAddress = tokenIn.address.toLowerCase();
905
+ const tokenOutAddress = tokenOut.address.toLowerCase();
906
+ const beforeSubgraphPools = Date.now();
907
+ const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
908
+ blockNumber,
909
+ });
910
+ // With tens of thousands of V2 pools, operations that copy pools become costly.
911
+ // Mutate the pool directly rather than creating a new pool / token to optimmize for speed.
912
+ for (const pool of allPoolsRaw) {
913
+ pool.token0.id = pool.token0.id.toLowerCase();
914
+ pool.token1.id = pool.token1.id.toLowerCase();
915
+ }
916
+ metric_1.metric.putMetric('V2SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
917
+ const beforePoolsFiltered = Date.now();
918
+ // Sort by pool reserve in descending order.
919
+ const subgraphPoolsSorted = allPoolsRaw.sort((a, b) => b.reserve - a.reserve);
920
+ const poolAddressesSoFar = new Set();
921
+ // Always add the direct swap pool into the mix regardless of if it exists in the subgraph pool list.
922
+ // Ensures that new pools can be swapped on immediately, and that if a pool was filtered out of the
923
+ // subgraph query for some reason (e.g. trackedReserveETH was 0), then we still consider it.
924
+ let topByDirectSwapPool = [];
925
+ if (topNDirectSwaps > 0) {
926
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut);
927
+ poolAddressesSoFar.add(poolAddress.toLowerCase());
928
+ topByDirectSwapPool = [
929
+ {
930
+ id: poolAddress,
931
+ token0: {
932
+ id: token0.address,
933
+ },
934
+ token1: {
935
+ id: token1.address,
936
+ },
937
+ supply: 10000,
938
+ reserve: 10000,
939
+ reserveUSD: 10000, // Not used. Set to arbitrary number.
940
+ },
941
+ ];
942
+ }
943
+ const wethAddress = util_1.WRAPPED_NATIVE_CURRENCY[chainId].address.toLowerCase();
944
+ const topByBaseWithTokenInMap = new Map();
945
+ const topByBaseWithTokenOutMap = new Map();
946
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
947
+ const baseTokensAddresses = new Set();
948
+ baseTokens.forEach((token) => {
949
+ const baseTokenAddr = token.address.toLowerCase();
950
+ baseTokensAddresses.add(baseTokenAddr);
951
+ topByBaseWithTokenInMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
952
+ topByBaseWithTokenOutMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
953
+ });
954
+ let topByBaseWithTokenInPoolsFound = 0;
955
+ let topByBaseWithTokenOutPoolsFound = 0;
956
+ // Main reason we need this is for gas estimates
957
+ // There can ever only be 1 Token/ETH pool, so we will only look for 1
958
+ let topNEthQuoteToken = 1;
959
+ // but, we only need it if token out is not ETH.
960
+ if (tokenOut.symbol == 'WETH' ||
961
+ tokenOut.symbol == 'WETH9' ||
962
+ tokenOut.symbol == 'ETH') {
963
+ // if it's eth we change the topN to 0, so we can break early from the loop.
964
+ topNEthQuoteToken = 0;
965
+ }
966
+ const topByEthQuoteTokenPool = [];
967
+ const topByTVLUsingTokenIn = [];
968
+ const topByTVLUsingTokenOut = [];
969
+ const topByTVL = [];
970
+ // Used to track how many iterations we do in the first loop
971
+ let loopsInFirstIteration = 0;
972
+ // Filtering step for up to first hop
973
+ // The pools are pre-sorted, so we can just iterate through them and fill our heuristics.
974
+ for (const subgraphPool of subgraphPoolsSorted) {
975
+ loopsInFirstIteration += 1;
976
+ // Check if we have satisfied all the heuristics, if so, we can stop.
977
+ if (topByBaseWithTokenInPoolsFound >= topNWithBaseToken &&
978
+ topByBaseWithTokenOutPoolsFound >= topNWithBaseToken &&
979
+ topByEthQuoteTokenPool.length >= topNEthQuoteToken &&
980
+ topByTVL.length >= topN &&
981
+ topByTVLUsingTokenIn.length >= topNTokenInOut &&
982
+ topByTVLUsingTokenOut.length >= topNTokenInOut) {
983
+ // We have satisfied all the heuristics, so we can stop.
984
+ break;
985
+ }
986
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
987
+ // We've already added this pool, so skip it.
988
+ continue;
989
+ }
990
+ // Only consider pools where neither tokens are in the blocked token list.
991
+ if (blockedTokenListProvider) {
992
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
993
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
994
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
995
+ ]);
996
+ if (token0InBlocklist || token1InBlocklist) {
997
+ continue;
998
+ }
999
+ }
1000
+ const tokenInToken0TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token0.id);
1001
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
1002
+ tokenInToken0TopByBase &&
1003
+ subgraphPool.token0.id != tokenOutAddress &&
1004
+ subgraphPool.token1.id == tokenInAddress) {
1005
+ topByBaseWithTokenInPoolsFound += 1;
1006
+ poolAddressesSoFar.add(subgraphPool.id);
1007
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
1008
+ topByTVLUsingTokenIn.push(subgraphPool);
1009
+ }
1010
+ if (routeType === sdk_core_1.TradeType.EXACT_OUTPUT &&
1011
+ subgraphPool.token0.id == wethAddress) {
1012
+ topByEthQuoteTokenPool.push(subgraphPool);
1013
+ }
1014
+ tokenInToken0TopByBase.pools.push(subgraphPool);
1015
+ continue;
1016
+ }
1017
+ const tokenInToken1TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token1.id);
1018
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
1019
+ tokenInToken1TopByBase &&
1020
+ subgraphPool.token0.id == tokenInAddress &&
1021
+ subgraphPool.token1.id != tokenOutAddress) {
1022
+ topByBaseWithTokenInPoolsFound += 1;
1023
+ poolAddressesSoFar.add(subgraphPool.id);
1024
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
1025
+ topByTVLUsingTokenIn.push(subgraphPool);
1026
+ }
1027
+ if (routeType === sdk_core_1.TradeType.EXACT_OUTPUT &&
1028
+ subgraphPool.token1.id == wethAddress) {
1029
+ topByEthQuoteTokenPool.push(subgraphPool);
1030
+ }
1031
+ tokenInToken1TopByBase.pools.push(subgraphPool);
1032
+ continue;
1033
+ }
1034
+ const tokenOutToken0TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token0.id);
1035
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
1036
+ tokenOutToken0TopByBase &&
1037
+ subgraphPool.token0.id != tokenInAddress &&
1038
+ subgraphPool.token1.id == tokenOutAddress) {
1039
+ topByBaseWithTokenOutPoolsFound += 1;
1040
+ poolAddressesSoFar.add(subgraphPool.id);
1041
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
1042
+ topByTVLUsingTokenOut.push(subgraphPool);
1043
+ }
1044
+ if (routeType === sdk_core_1.TradeType.EXACT_INPUT &&
1045
+ subgraphPool.token0.id == wethAddress) {
1046
+ topByEthQuoteTokenPool.push(subgraphPool);
1047
+ }
1048
+ tokenOutToken0TopByBase.pools.push(subgraphPool);
1049
+ continue;
1050
+ }
1051
+ const tokenOutToken1TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token1.id);
1052
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
1053
+ tokenOutToken1TopByBase &&
1054
+ subgraphPool.token0.id == tokenOutAddress &&
1055
+ subgraphPool.token1.id != tokenInAddress) {
1056
+ topByBaseWithTokenOutPoolsFound += 1;
1057
+ poolAddressesSoFar.add(subgraphPool.id);
1058
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
1059
+ topByTVLUsingTokenOut.push(subgraphPool);
1060
+ }
1061
+ if (routeType === sdk_core_1.TradeType.EXACT_INPUT &&
1062
+ subgraphPool.token1.id == wethAddress) {
1063
+ topByEthQuoteTokenPool.push(subgraphPool);
1064
+ }
1065
+ tokenOutToken1TopByBase.pools.push(subgraphPool);
1066
+ continue;
1067
+ }
1068
+ // Note: we do not need to check other native currencies for the V2 Protocol
1069
+ if (topByEthQuoteTokenPool.length < topNEthQuoteToken &&
1070
+ ((routeType === sdk_core_1.TradeType.EXACT_INPUT &&
1071
+ ((subgraphPool.token0.id == wethAddress &&
1072
+ subgraphPool.token1.id == tokenOutAddress) ||
1073
+ (subgraphPool.token1.id == wethAddress &&
1074
+ subgraphPool.token0.id == tokenOutAddress))) ||
1075
+ (routeType === sdk_core_1.TradeType.EXACT_OUTPUT &&
1076
+ ((subgraphPool.token0.id == wethAddress &&
1077
+ subgraphPool.token1.id == tokenInAddress) ||
1078
+ (subgraphPool.token1.id == wethAddress &&
1079
+ subgraphPool.token0.id == tokenInAddress))))) {
1080
+ poolAddressesSoFar.add(subgraphPool.id);
1081
+ topByEthQuoteTokenPool.push(subgraphPool);
1082
+ continue;
1083
+ }
1084
+ if (topByTVL.length < topN) {
1085
+ poolAddressesSoFar.add(subgraphPool.id);
1086
+ topByTVL.push(subgraphPool);
1087
+ continue;
1088
+ }
1089
+ if (topByTVLUsingTokenIn.length < topNTokenInOut &&
1090
+ (subgraphPool.token0.id == tokenInAddress ||
1091
+ subgraphPool.token1.id == tokenInAddress)) {
1092
+ poolAddressesSoFar.add(subgraphPool.id);
1093
+ topByTVLUsingTokenIn.push(subgraphPool);
1094
+ continue;
1095
+ }
1096
+ if (topByTVLUsingTokenOut.length < topNTokenInOut &&
1097
+ (subgraphPool.token0.id == tokenOutAddress ||
1098
+ subgraphPool.token1.id == tokenOutAddress)) {
1099
+ poolAddressesSoFar.add(subgraphPool.id);
1100
+ topByTVLUsingTokenOut.push(subgraphPool);
1101
+ continue;
1102
+ }
1103
+ }
1104
+ metric_1.metric.putMetric('V2SubgraphLoopsInFirstIteration', loopsInFirstIteration, metric_1.MetricLoggerUnit.Count);
1105
+ const topByBaseWithTokenIn = [];
1106
+ for (const topByBaseWithTokenInSelection of topByBaseWithTokenInMap.values()) {
1107
+ topByBaseWithTokenIn.push(...topByBaseWithTokenInSelection.pools);
1108
+ }
1109
+ const topByBaseWithTokenOut = [];
1110
+ for (const topByBaseWithTokenOutSelection of topByBaseWithTokenOutMap.values()) {
1111
+ topByBaseWithTokenOut.push(...topByBaseWithTokenOutSelection.pools);
1112
+ }
1113
+ // Filtering step for second hops
1114
+ const topByTVLUsingTokenInSecondHopsMap = new Map();
1115
+ const topByTVLUsingTokenOutSecondHopsMap = new Map();
1116
+ const tokenInSecondHopAddresses = topByTVLUsingTokenIn
1117
+ .filter((pool) => {
1118
+ // filtering second hops
1119
+ if (tokenInAddress === pool.token0.id) {
1120
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
1121
+ }
1122
+ else {
1123
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
1124
+ }
1125
+ })
1126
+ .map((pool) => tokenInAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
1127
+ const tokenOutSecondHopAddresses = topByTVLUsingTokenOut
1128
+ .filter((pool) => {
1129
+ // filtering second hops
1130
+ if (tokenOutAddress === pool.token0.id) {
1131
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
1132
+ }
1133
+ else {
1134
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
1135
+ }
1136
+ })
1137
+ .map((pool) => tokenOutAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
1138
+ for (const secondHopId of tokenInSecondHopAddresses) {
1139
+ topByTVLUsingTokenInSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
1140
+ }
1141
+ for (const secondHopId of tokenOutSecondHopAddresses) {
1142
+ topByTVLUsingTokenOutSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
1143
+ }
1144
+ // Used to track how many iterations we do in the second loop
1145
+ let loopsInSecondIteration = 0;
1146
+ if (tokenInSecondHopAddresses.length > 0 ||
1147
+ tokenOutSecondHopAddresses.length > 0) {
1148
+ for (const subgraphPool of subgraphPoolsSorted) {
1149
+ loopsInSecondIteration += 1;
1150
+ let allTokenInSecondHopsHaveTheirTopN = true;
1151
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
1152
+ if (!secondHopPools.hasEnoughPools()) {
1153
+ allTokenInSecondHopsHaveTheirTopN = false;
1154
+ break;
1155
+ }
1156
+ }
1157
+ let allTokenOutSecondHopsHaveTheirTopN = true;
1158
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
1159
+ if (!secondHopPools.hasEnoughPools()) {
1160
+ allTokenOutSecondHopsHaveTheirTopN = false;
1161
+ break;
1162
+ }
1163
+ }
1164
+ if (allTokenInSecondHopsHaveTheirTopN &&
1165
+ allTokenOutSecondHopsHaveTheirTopN) {
1166
+ // We have satisfied all the heuristics, so we can stop.
1167
+ break;
1168
+ }
1169
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
1170
+ continue;
1171
+ }
1172
+ // Only consider pools where neither tokens are in the blocked token list.
1173
+ if (blockedTokenListProvider) {
1174
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
1175
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
1176
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
1177
+ ]);
1178
+ if (token0InBlocklist || token1InBlocklist) {
1179
+ continue;
1180
+ }
1181
+ }
1182
+ const tokenInToken0SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token0.id);
1183
+ if (tokenInToken0SecondHop && !tokenInToken0SecondHop.hasEnoughPools()) {
1184
+ poolAddressesSoFar.add(subgraphPool.id);
1185
+ tokenInToken0SecondHop.pools.push(subgraphPool);
1186
+ continue;
1187
+ }
1188
+ const tokenInToken1SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token1.id);
1189
+ if (tokenInToken1SecondHop && !tokenInToken1SecondHop.hasEnoughPools()) {
1190
+ poolAddressesSoFar.add(subgraphPool.id);
1191
+ tokenInToken1SecondHop.pools.push(subgraphPool);
1192
+ continue;
1193
+ }
1194
+ const tokenOutToken0SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token0.id);
1195
+ if (tokenOutToken0SecondHop &&
1196
+ !tokenOutToken0SecondHop.hasEnoughPools()) {
1197
+ poolAddressesSoFar.add(subgraphPool.id);
1198
+ tokenOutToken0SecondHop.pools.push(subgraphPool);
1199
+ continue;
1200
+ }
1201
+ const tokenOutToken1SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token1.id);
1202
+ if (tokenOutToken1SecondHop &&
1203
+ !tokenOutToken1SecondHop.hasEnoughPools()) {
1204
+ poolAddressesSoFar.add(subgraphPool.id);
1205
+ tokenOutToken1SecondHop.pools.push(subgraphPool);
1206
+ continue;
1207
+ }
1208
+ }
1209
+ }
1210
+ metric_1.metric.putMetric('V2SubgraphLoopsInSecondIteration', loopsInSecondIteration, metric_1.MetricLoggerUnit.Count);
1211
+ const topByTVLUsingTokenInSecondHops = [];
1212
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
1213
+ topByTVLUsingTokenInSecondHops.push(...secondHopPools.pools);
1214
+ }
1215
+ const topByTVLUsingTokenOutSecondHops = [];
1216
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
1217
+ topByTVLUsingTokenOutSecondHops.push(...secondHopPools.pools);
1218
+ }
1219
+ const subgraphPools = (0, lodash_1.default)([
1220
+ ...topByBaseWithTokenIn,
1221
+ ...topByBaseWithTokenOut,
1222
+ ...topByDirectSwapPool,
1223
+ ...topByEthQuoteTokenPool,
1224
+ ...topByTVL,
1225
+ ...topByTVLUsingTokenIn,
1226
+ ...topByTVLUsingTokenOut,
1227
+ ...topByTVLUsingTokenInSecondHops,
1228
+ ...topByTVLUsingTokenOutSecondHops,
1229
+ ])
1230
+ .uniqBy((pool) => pool.id)
1231
+ .value();
1232
+ const tokenAddressesSet = new Set();
1233
+ for (const pool of subgraphPools) {
1234
+ tokenAddressesSet.add(pool.token0.id);
1235
+ tokenAddressesSet.add(pool.token1.id);
1236
+ }
1237
+ const tokenAddresses = Array.from(tokenAddressesSet);
1238
+ log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V2 pools we are considering`);
1239
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
1240
+ blockNumber,
1241
+ });
1242
+ const printV2SubgraphPool = (s) => {
1243
+ var _a, _b, _c, _d;
1244
+ return `${(_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}`;
1245
+ };
1246
+ log_1.log.info({
1247
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV2SubgraphPool),
1248
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV2SubgraphPool),
1249
+ topByTVL: topByTVL.map(printV2SubgraphPool),
1250
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV2SubgraphPool),
1251
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV2SubgraphPool),
1252
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV2SubgraphPool),
1253
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV2SubgraphPool),
1254
+ top2DirectSwap: topByDirectSwapPool.map(printV2SubgraphPool),
1255
+ top2EthQuotePool: topByEthQuoteTokenPool.map(printV2SubgraphPool),
1256
+ }, `V2 Candidate pools`);
1257
+ const tokenPairsRaw = lodash_1.default.map(subgraphPools, (subgraphPool) => {
1258
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1259
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1260
+ if (!tokenA || !tokenB) {
1261
+ log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
1262
+ return undefined;
1263
+ }
1264
+ return [tokenA, tokenB];
1265
+ });
1266
+ const tokenPairs = lodash_1.default.compact(tokenPairsRaw);
1267
+ metric_1.metric.putMetric('V2PoolsFilterLoad', Date.now() - beforePoolsFiltered, metric_1.MetricLoggerUnit.Milliseconds);
1268
+ const beforePoolsLoad = Date.now();
1269
+ // this should be the only place to enable fee-on-transfer fee fetching,
1270
+ // because this places loads pools (pairs of tokens with fot taxes) from the subgraph
1271
+ const poolAccessor = await poolProvider.getPools(tokenPairs, routingConfig);
1272
+ metric_1.metric.putMetric('V2PoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
1273
+ const poolsBySelection = {
1274
+ protocol: router_sdk_1.Protocol.V2,
1275
+ selections: {
1276
+ topByBaseWithTokenIn,
1277
+ topByBaseWithTokenOut,
1278
+ topByDirectSwapPool,
1279
+ topByEthQuoteTokenPool,
1280
+ topByTVL,
1281
+ topByTVLUsingTokenIn,
1282
+ topByTVLUsingTokenOut,
1283
+ topByTVLUsingTokenInSecondHops,
1284
+ topByTVLUsingTokenOutSecondHops,
1285
+ },
1286
+ };
1287
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
1288
+ }
1289
+ exports.getV2CandidatePools = getV2CandidatePools;
1290
+ async function getMixedRouteCandidatePools({ v4CandidatePools, v3CandidatePools, v2CandidatePools, crossLiquidityPools, routingConfig, tokenProvider, v4PoolProvider, v3poolProvider, v2poolProvider, chainId, }) {
1291
+ const beforeSubgraphPools = Date.now();
1292
+ const [v4Results, v3Results, v2Results] = [
1293
+ v4CandidatePools,
1294
+ v3CandidatePools,
1295
+ v2CandidatePools,
1296
+ ];
1297
+ // Create empty defaults for undefined results
1298
+ const { subgraphPools: V4subgraphPools = [], candidatePools: V4candidatePools = {
1299
+ protocol: router_sdk_1.Protocol.V4,
1300
+ selections: {
1301
+ topByBaseWithTokenIn: [],
1302
+ topByBaseWithTokenOut: [],
1303
+ topByDirectSwapPool: [],
1304
+ topByEthQuoteTokenPool: [],
1305
+ topByTVL: [],
1306
+ topByTVLUsingTokenIn: [],
1307
+ topByTVLUsingTokenOut: [],
1308
+ topByTVLUsingTokenInSecondHops: [],
1309
+ topByTVLUsingTokenOutSecondHops: [],
1310
+ },
1311
+ }, } = v4Results || {};
1312
+ const { subgraphPools: V3subgraphPools = [], candidatePools: V3candidatePools = {
1313
+ protocol: router_sdk_1.Protocol.V3,
1314
+ selections: {
1315
+ topByBaseWithTokenIn: [],
1316
+ topByBaseWithTokenOut: [],
1317
+ topByDirectSwapPool: [],
1318
+ topByEthQuoteTokenPool: [],
1319
+ topByTVL: [],
1320
+ topByTVLUsingTokenIn: [],
1321
+ topByTVLUsingTokenOut: [],
1322
+ topByTVLUsingTokenInSecondHops: [],
1323
+ topByTVLUsingTokenOutSecondHops: [],
1324
+ },
1325
+ }, } = v3Results || {};
1326
+ const { subgraphPools: V2subgraphPools = [], candidatePools: V2candidatePools = {
1327
+ protocol: router_sdk_1.Protocol.V2,
1328
+ selections: {
1329
+ topByBaseWithTokenIn: [],
1330
+ topByBaseWithTokenOut: [],
1331
+ topByDirectSwapPool: [],
1332
+ topByEthQuoteTokenPool: [],
1333
+ topByTVL: [],
1334
+ topByTVLUsingTokenIn: [],
1335
+ topByTVLUsingTokenOut: [],
1336
+ topByTVLUsingTokenInSecondHops: [],
1337
+ topByTVLUsingTokenOutSecondHops: [],
1338
+ },
1339
+ }, } = v2Results || {};
1340
+ // Injects the liquidity pools found by the getMixedCrossLiquidityCandidatePools function
1341
+ V2subgraphPools.push(...crossLiquidityPools.v2Pools);
1342
+ V3subgraphPools.push(...crossLiquidityPools.v3Pools);
1343
+ V4subgraphPools.push(...crossLiquidityPools.v4Pools);
1344
+ metric_1.metric.putMetric('MixedSubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
1345
+ const beforePoolsFiltered = Date.now();
1346
+ /**
1347
+ * Main heuristic for pruning mixedRoutes:
1348
+ * - we pick V2 pools with higher liq than respective V3 pools, or if the v3 pool doesn't exist
1349
+ *
1350
+ * This way we can reduce calls to our provider since it's possible to generate a lot of mixed routes
1351
+ */
1352
+ /// We only really care about pools involving the tokenIn or tokenOut explictly,
1353
+ /// since there's no way a long tail token in V2 would be routed through as an intermediary
1354
+ const V2topByTVLPoolIds = new Set([
1355
+ ...V2candidatePools.selections.topByTVLUsingTokenIn,
1356
+ ...V2candidatePools.selections.topByBaseWithTokenIn,
1357
+ /// tokenOut:
1358
+ ...V2candidatePools.selections.topByTVLUsingTokenOut,
1359
+ ...V2candidatePools.selections.topByBaseWithTokenOut,
1360
+ /// Direct swap:
1361
+ ...V2candidatePools.selections.topByDirectSwapPool,
1362
+ // Cross Liquidity (has to be added to be considered):
1363
+ ...crossLiquidityPools.v2Pools,
1364
+ ].map((poolId) => poolId.id));
1365
+ const V2topByTVLSortedPools = (0, lodash_1.default)(V2subgraphPools)
1366
+ .filter((pool) => V2topByTVLPoolIds.has(pool.id))
1367
+ .sortBy((pool) => -pool.reserveUSD)
1368
+ .value();
1369
+ /// we consider all returned V3 pools for this heuristic to "fill in the gaps"
1370
+ const V3sortedPools = (0, lodash_1.default)(V3subgraphPools)
1371
+ .sortBy((pool) => -pool.tvlUSD)
1372
+ .value();
1373
+ const V4sortedPools = (0, lodash_1.default)(V4subgraphPools)
1374
+ .sortBy((pool) => -pool.tvlUSD)
1375
+ .value();
1376
+ /// Finding pools with greater reserveUSD on v2 than tvlUSD on v3, or if there is no v3 liquidity
1377
+ const buildV2Pools = [];
1378
+ V2topByTVLSortedPools.forEach((V2subgraphPool) => {
1379
+ const V3subgraphPool = V3sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
1380
+ pool.token1.id == V2subgraphPool.token1.id) ||
1381
+ (pool.token0.id == V2subgraphPool.token1.id &&
1382
+ pool.token1.id == V2subgraphPool.token0.id));
1383
+ if (V3subgraphPool) {
1384
+ if (V2subgraphPool.reserveUSD > V3subgraphPool.tvlUSD) {
1385
+ log_1.log.info({
1386
+ token0: V2subgraphPool.token0.id,
1387
+ token1: V2subgraphPool.token1.id,
1388
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1389
+ v3tvlUSD: V3subgraphPool.tvlUSD,
1390
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V3 counterpart`);
1391
+ buildV2Pools.push(V2subgraphPool);
1392
+ }
1393
+ }
1394
+ else {
1395
+ log_1.log.info({
1396
+ token0: V2subgraphPool.token0.id,
1397
+ token1: V2subgraphPool.token1.id,
1398
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1399
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
1400
+ buildV2Pools.push(V2subgraphPool);
1401
+ }
1402
+ const V4subgraphPool = V4sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
1403
+ pool.token1.id == V2subgraphPool.token1.id) ||
1404
+ (pool.token0.id == V2subgraphPool.token1.id &&
1405
+ pool.token1.id == V2subgraphPool.token0.id));
1406
+ if (V4subgraphPool) {
1407
+ if (V2subgraphPool.reserveUSD > V4subgraphPool.tvlUSD) {
1408
+ log_1.log.info({
1409
+ token0: V2subgraphPool.token0.id,
1410
+ token1: V2subgraphPool.token1.id,
1411
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1412
+ v4tvlUSD: V4subgraphPool.tvlUSD,
1413
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V4 counterpart`);
1414
+ buildV2Pools.push(V2subgraphPool);
1415
+ }
1416
+ }
1417
+ else {
1418
+ log_1.log.info({
1419
+ token0: V2subgraphPool.token0.id,
1420
+ token1: V2subgraphPool.token1.id,
1421
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1422
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
1423
+ buildV2Pools.push(V2subgraphPool);
1424
+ }
1425
+ });
1426
+ log_1.log.info(buildV2Pools.length, `Number of V2 candidate pools that fit first heuristic`);
1427
+ const subgraphPools = [...buildV2Pools, ...V3sortedPools, ...V4sortedPools];
1428
+ const tokenAddresses = (0, lodash_1.default)(subgraphPools)
1429
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
1430
+ .compact()
1431
+ .uniq()
1432
+ .value();
1433
+ log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} pools we are considering`);
1434
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, routingConfig);
1435
+ const V4tokenPairsRaw = lodash_1.default.map(V4sortedPools, (subgraphPool) => {
1436
+ // native currency is not erc20 token, therefore there's no way to retrieve native currency metadata as the erc20 token.
1437
+ const tokenA = (0, universal_router_sdk_1.isNativeCurrency)(subgraphPool.token0.id)
1438
+ ? (0, util_1.nativeOnChain)(chainId)
1439
+ : tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1440
+ const tokenB = (0, universal_router_sdk_1.isNativeCurrency)(subgraphPool.token1.id)
1441
+ ? (0, util_1.nativeOnChain)(chainId)
1442
+ : tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1443
+ let fee;
1444
+ try {
1445
+ fee = Number(subgraphPool.feeTier);
1446
+ }
1447
+ catch (err) {
1448
+ log_1.log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier}/${subgraphPool.tickSpacing}/${subgraphPool.hooks} because fee tier not supported`);
1449
+ return undefined;
1450
+ }
1451
+ if (!tokenA || !tokenB) {
1452
+ log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee}/${subgraphPool.tickSpacing}/${subgraphPool.hooks} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
1453
+ return undefined;
1454
+ }
1455
+ return [
1456
+ tokenA,
1457
+ tokenB,
1458
+ fee,
1459
+ Number(subgraphPool.tickSpacing),
1460
+ subgraphPool.hooks,
1461
+ ];
1462
+ });
1463
+ const V4tokenPairs = lodash_1.default.compact(V4tokenPairsRaw);
1464
+ const V3tokenPairsRaw = lodash_1.default.map(V3sortedPools, (subgraphPool) => {
1465
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1466
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1467
+ let fee;
1468
+ try {
1469
+ fee = (0, amounts_1.parseFeeAmount)(subgraphPool.feeTier);
1470
+ }
1471
+ catch (err) {
1472
+ log_1.log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
1473
+ return undefined;
1474
+ }
1475
+ if (!tokenA || !tokenB) {
1476
+ log_1.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`);
1477
+ return undefined;
1478
+ }
1479
+ return [tokenA, tokenB, fee];
1480
+ });
1481
+ const V3tokenPairs = lodash_1.default.compact(V3tokenPairsRaw);
1482
+ const V2tokenPairsRaw = lodash_1.default.map(buildV2Pools, (subgraphPool) => {
1483
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1484
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1485
+ if (!tokenA || !tokenB) {
1486
+ log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
1487
+ return undefined;
1488
+ }
1489
+ return [tokenA, tokenB];
1490
+ });
1491
+ const V2tokenPairs = lodash_1.default.compact(V2tokenPairsRaw);
1492
+ metric_1.metric.putMetric('MixedPoolsFilterLoad', Date.now() - beforePoolsFiltered, metric_1.MetricLoggerUnit.Milliseconds);
1493
+ const beforePoolsLoad = Date.now();
1494
+ const [V2poolAccessor, V3poolAccessor, V4poolAccessor] = await Promise.all([
1495
+ v2poolProvider.getPools(V2tokenPairs, routingConfig),
1496
+ v3poolProvider.getPools(V3tokenPairs, routingConfig),
1497
+ v4PoolProvider.getPools(V4tokenPairs, routingConfig),
1498
+ ]);
1499
+ metric_1.metric.putMetric('MixedPoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
1500
+ /// @dev a bit tricky here since the original V2CandidateSelections object included pools that we may have dropped
1501
+ /// as part of the heuristic. We need to reconstruct a new object with the v3 pools too.
1502
+ const buildPoolsBySelection = (key) => {
1503
+ return [
1504
+ ...buildV2Pools.filter((pool) => V2candidatePools.selections[key].map((p) => p.id).includes(pool.id)),
1505
+ ...V3candidatePools.selections[key],
1506
+ ...V4candidatePools.selections[key],
1507
+ ];
1508
+ };
1509
+ const poolsBySelection = {
1510
+ protocol: router_sdk_1.Protocol.MIXED,
1511
+ selections: {
1512
+ topByBaseWithTokenIn: buildPoolsBySelection('topByBaseWithTokenIn'),
1513
+ topByBaseWithTokenOut: buildPoolsBySelection('topByBaseWithTokenOut'),
1514
+ topByDirectSwapPool: buildPoolsBySelection('topByDirectSwapPool'),
1515
+ topByEthQuoteTokenPool: buildPoolsBySelection('topByEthQuoteTokenPool'),
1516
+ topByTVL: buildPoolsBySelection('topByTVL'),
1517
+ topByTVLUsingTokenIn: buildPoolsBySelection('topByTVLUsingTokenIn'),
1518
+ topByTVLUsingTokenOut: buildPoolsBySelection('topByTVLUsingTokenOut'),
1519
+ topByTVLUsingTokenInSecondHops: buildPoolsBySelection('topByTVLUsingTokenInSecondHops'),
1520
+ topByTVLUsingTokenOutSecondHops: buildPoolsBySelection('topByTVLUsingTokenOutSecondHops'),
1521
+ },
1522
+ };
1523
+ return {
1524
+ V2poolAccessor,
1525
+ V3poolAccessor,
1526
+ V4poolAccessor,
1527
+ candidatePools: poolsBySelection,
1528
+ subgraphPools,
1529
+ };
1530
+ }
1531
+ exports.getMixedRouteCandidatePools = getMixedRouteCandidatePools;
1532
+ //# 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