@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 +1,1521 @@
1
+ import { ADDRESS_ZERO, Protocol } from '@uniswap/router-sdk';
2
+ import { ChainId, TradeType } from '@uniswap/sdk-core';
3
+ import { isNativeCurrency } from '@uniswap/universal-router-sdk';
4
+ import { DYNAMIC_FEE_FLAG } from '@uniswap/v4-sdk';
5
+ import _ from 'lodash';
6
+ import { DAI_OPTIMISM_SEPOLIA, isPoolFeeDynamic, USDC_ARBITRUM_SEPOLIA, USDC_OPTIMISM_SEPOLIA, USDT_OPTIMISM_SEPOLIA, WBTC_OPTIMISM_SEPOLIA, } from '../../../providers';
7
+ import { CELO, CELO_ALFAJORES, CEUR_CELO, CEUR_CELO_ALFAJORES, CUSD_CELO, CUSD_CELO_ALFAJORES, DAI_ARBITRUM, DAI_AVAX, DAI_BNB, DAI_MAINNET, DAI_MOONBEAM, DAI_OPTIMISM, DAI_OPTIMISM_GOERLI, DAI_POLYGON_MUMBAI, DAI_SEPOLIA, DAI_UNICHAIN, FEI_MAINNET, USDB_BLAST, USDC_ARBITRUM, USDC_ARBITRUM_GOERLI, USDC_AVAX, USDC_BASE, USDC_BASE_SEPOLIA, USDC_BNB, USDC_ETHEREUM_GNOSIS, USDC_MAINNET, USDC_MONAD, USDC_MOONBEAM, USDC_OPTIMISM, USDC_OPTIMISM_GOERLI, USDC_POLYGON, USDC_SEPOLIA, USDC_SONEIUM, USDC_UNICHAIN, USDC_XLAYER, USDT_ARBITRUM, USDT_BNB, USDT_HASHKEYCHAIN_TESTNET, USDT_MAINNET, USDT_MONAD_TESTNET, USDT_OPTIMISM, USDT_OPTIMISM_GOERLI, WBTC_ARBITRUM, WBTC_GNOSIS, WBTC_MAINNET, WBTC_MOONBEAM, WBTC_OPTIMISM, WBTC_OPTIMISM_GOERLI, WGLMR_MOONBEAM, WMATIC_POLYGON, WMATIC_POLYGON_MUMBAI, WSTETH_MAINNET, WXDAI_GNOSIS, } from '../../../providers/token-provider';
8
+ import { getAddress, getAddressLowerCase, getApplicableV3FeeAmounts, getApplicableV4FeesTickspacingsHooks, HooksOptions, nativeOnChain, unparseFeeAmount, WRAPPED_NATIVE_CURRENCY, } from '../../../util';
9
+ import { parseFeeAmount } from '../../../util/amounts';
10
+ import { log } from '../../../util/log';
11
+ import { metric, MetricLoggerUnit } from '../../../util/metric';
12
+ const baseTokensByChain = {
13
+ [ChainId.MAINNET]: [
14
+ USDC_MAINNET,
15
+ USDT_MAINNET,
16
+ WBTC_MAINNET,
17
+ DAI_MAINNET,
18
+ WRAPPED_NATIVE_CURRENCY[1],
19
+ FEI_MAINNET,
20
+ WSTETH_MAINNET,
21
+ ],
22
+ [ChainId.OPTIMISM]: [
23
+ DAI_OPTIMISM,
24
+ USDC_OPTIMISM,
25
+ USDT_OPTIMISM,
26
+ WBTC_OPTIMISM,
27
+ ],
28
+ [ChainId.SEPOLIA]: [DAI_SEPOLIA, USDC_SEPOLIA],
29
+ [ChainId.OPTIMISM_GOERLI]: [
30
+ DAI_OPTIMISM_GOERLI,
31
+ USDC_OPTIMISM_GOERLI,
32
+ USDT_OPTIMISM_GOERLI,
33
+ WBTC_OPTIMISM_GOERLI,
34
+ ],
35
+ [ChainId.OPTIMISM_SEPOLIA]: [
36
+ DAI_OPTIMISM_SEPOLIA,
37
+ USDC_OPTIMISM_SEPOLIA,
38
+ USDT_OPTIMISM_SEPOLIA,
39
+ WBTC_OPTIMISM_SEPOLIA,
40
+ ],
41
+ [ChainId.HASHKEY_TESTNET]: [
42
+ WRAPPED_NATIVE_CURRENCY[ChainId.HASHKEY_TESTNET],
43
+ USDT_HASHKEYCHAIN_TESTNET,
44
+ ],
45
+ [ChainId.ARBITRUM_ONE]: [
46
+ DAI_ARBITRUM,
47
+ USDC_ARBITRUM,
48
+ WBTC_ARBITRUM,
49
+ USDT_ARBITRUM,
50
+ ],
51
+ [ChainId.ARBITRUM_GOERLI]: [USDC_ARBITRUM_GOERLI],
52
+ [ChainId.ARBITRUM_SEPOLIA]: [USDC_ARBITRUM_SEPOLIA],
53
+ [ChainId.POLYGON]: [USDC_POLYGON, WMATIC_POLYGON],
54
+ [ChainId.POLYGON_MUMBAI]: [DAI_POLYGON_MUMBAI, WMATIC_POLYGON_MUMBAI],
55
+ [ChainId.CELO]: [CUSD_CELO, CEUR_CELO, CELO],
56
+ [ChainId.CELO_ALFAJORES]: [
57
+ CUSD_CELO_ALFAJORES,
58
+ CEUR_CELO_ALFAJORES,
59
+ CELO_ALFAJORES,
60
+ ],
61
+ [ChainId.GNOSIS]: [WBTC_GNOSIS, WXDAI_GNOSIS, USDC_ETHEREUM_GNOSIS],
62
+ [ChainId.MOONBEAM]: [
63
+ DAI_MOONBEAM,
64
+ USDC_MOONBEAM,
65
+ WBTC_MOONBEAM,
66
+ WGLMR_MOONBEAM,
67
+ ],
68
+ [ChainId.BNB]: [DAI_BNB, USDC_BNB, USDT_BNB],
69
+ [ChainId.AVALANCHE]: [DAI_AVAX, USDC_AVAX],
70
+ [ChainId.BASE]: [USDC_BASE],
71
+ [ChainId.BLAST]: [WRAPPED_NATIVE_CURRENCY[ChainId.BLAST], USDB_BLAST],
72
+ [ChainId.ZORA]: [WRAPPED_NATIVE_CURRENCY[ChainId.ZORA]],
73
+ [ChainId.ZKSYNC]: [WRAPPED_NATIVE_CURRENCY[ChainId.ZKSYNC]],
74
+ [ChainId.WORLDCHAIN]: [WRAPPED_NATIVE_CURRENCY[ChainId.WORLDCHAIN]],
75
+ [ChainId.UNICHAIN_SEPOLIA]: [
76
+ WRAPPED_NATIVE_CURRENCY[ChainId.UNICHAIN_SEPOLIA],
77
+ ],
78
+ [ChainId.MONAD_TESTNET]: [
79
+ WRAPPED_NATIVE_CURRENCY[ChainId.MONAD_TESTNET],
80
+ USDT_MONAD_TESTNET,
81
+ ],
82
+ [ChainId.MONAD]: [WRAPPED_NATIVE_CURRENCY[ChainId.MONAD], USDC_MONAD],
83
+ [ChainId.BASE_SEPOLIA]: [
84
+ WRAPPED_NATIVE_CURRENCY[ChainId.BASE_SEPOLIA],
85
+ USDC_BASE_SEPOLIA,
86
+ ],
87
+ [ChainId.UNICHAIN]: [
88
+ WRAPPED_NATIVE_CURRENCY[ChainId.UNICHAIN],
89
+ DAI_UNICHAIN,
90
+ USDC_UNICHAIN,
91
+ ],
92
+ [ChainId.SONEIUM]: [USDC_SONEIUM, WRAPPED_NATIVE_CURRENCY[ChainId.SONEIUM]],
93
+ [ChainId.XLAYER]: [USDC_XLAYER, WRAPPED_NATIVE_CURRENCY[ChainId.XLAYER]],
94
+ };
95
+ const excludedV3PoolIds = new Set([
96
+ // https://linear.app/uniswap/issue/CX-1005
97
+ '0x0f681f10ab1aa1cde04232a199fe3c6f2652a80c'.toLowerCase(),
98
+ ]);
99
+ class SubcategorySelectionPools {
100
+ constructor(pools, poolsNeeded) {
101
+ this.pools = pools;
102
+ this.poolsNeeded = poolsNeeded;
103
+ }
104
+ hasEnoughPools() {
105
+ return this.pools.length >= this.poolsNeeded;
106
+ }
107
+ }
108
+ /**
109
+ * Function that finds any missing pools that were not selected by the heuristic but that would
110
+ * create a route with the topPool by TVL with either tokenIn or tokenOut across protocols.
111
+ *
112
+ * e.g. In V2CandidatePools we found that wstETH/DOG is the most liquid pool,
113
+ * then in V3CandidatePools ETH/wstETH is *not* the most liquid pool, so it is not selected
114
+ * This process will look for that pool in order to complete the route.
115
+ *
116
+ */
117
+ export async function getMixedCrossLiquidityCandidatePools({ tokenIn, tokenOut, blockNumber, v2SubgraphProvider, v3SubgraphProvider, v2Candidates, v3Candidates, v4Candidates, mixedCrossLiquidityV3AgainstV4Supported, chainId, }) {
118
+ var _a, _b, _c, _d, _e, _f, _g, _h;
119
+ const v2Pools = (await v2SubgraphProvider.getPools(tokenIn, tokenOut, {
120
+ blockNumber,
121
+ })).sort((a, b) => b.reserve - a.reserve);
122
+ const v3Pools = (await v3SubgraphProvider.getPools(tokenIn, tokenOut, {
123
+ blockNumber,
124
+ })).sort((a, b) => b.tvlUSD - a.tvlUSD);
125
+ const tokenInAddress = tokenIn.address.toLowerCase();
126
+ const tokenOutAddress = tokenOut.address.toLowerCase();
127
+ const v2AgainstV3SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v2Pools, v2Candidates, v3Candidates);
128
+ const v3AgainstV2SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v2Candidates);
129
+ const v3AgainstV4SelectedPools = chainId && (mixedCrossLiquidityV3AgainstV4Supported === null || mixedCrossLiquidityV3AgainstV4Supported === void 0 ? void 0 : mixedCrossLiquidityV3AgainstV4Supported.includes(chainId))
130
+ ? findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v4Candidates)
131
+ : { forTokenIn: undefined, forTokenOut: undefined };
132
+ // this is for deduplicate v3 pools, in case both v4 and v2 select the same v3 pools for tokenIn/tokenOut
133
+ if (((_a = v3AgainstV4SelectedPools.forTokenIn) === null || _a === void 0 ? void 0 : _a.id) ===
134
+ ((_b = v3AgainstV2SelectedPools.forTokenIn) === null || _b === void 0 ? void 0 : _b.id) ||
135
+ ((_c = v3AgainstV4SelectedPools.forTokenIn) === null || _c === void 0 ? void 0 : _c.id) ===
136
+ ((_d = v3AgainstV2SelectedPools.forTokenOut) === null || _d === void 0 ? void 0 : _d.id)) {
137
+ v3AgainstV4SelectedPools.forTokenIn = undefined;
138
+ }
139
+ if (((_e = v3AgainstV4SelectedPools.forTokenOut) === null || _e === void 0 ? void 0 : _e.id) ===
140
+ ((_f = v3AgainstV2SelectedPools.forTokenIn) === null || _f === void 0 ? void 0 : _f.id) ||
141
+ ((_g = v3AgainstV4SelectedPools.forTokenOut) === null || _g === void 0 ? void 0 : _g.id) ===
142
+ ((_h = v3AgainstV2SelectedPools.forTokenOut) === null || _h === void 0 ? void 0 : _h.id)) {
143
+ v3AgainstV4SelectedPools.forTokenOut = undefined;
144
+ }
145
+ const selectedV2Pools = [
146
+ v2AgainstV3SelectedPools.forTokenIn,
147
+ v2AgainstV3SelectedPools.forTokenOut,
148
+ ].filter((pool) => pool !== undefined);
149
+ const selectedV3Pools = [
150
+ v3AgainstV2SelectedPools.forTokenIn,
151
+ v3AgainstV2SelectedPools.forTokenOut,
152
+ v3AgainstV4SelectedPools.forTokenIn,
153
+ v3AgainstV4SelectedPools.forTokenOut,
154
+ ].filter((pool) => pool !== undefined);
155
+ return {
156
+ v2Pools: selectedV2Pools,
157
+ v3Pools: selectedV3Pools,
158
+ v4Pools: [],
159
+ };
160
+ }
161
+ function findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, pools, candidatesInProtocolToSearch, candidatesInContextProtocol) {
162
+ var _a;
163
+ const selectedPools = {};
164
+ const previouslySelectedPools = new Set((_a = candidatesInProtocolToSearch === null || candidatesInProtocolToSearch === void 0 ? void 0 : candidatesInProtocolToSearch.subgraphPools.map((pool) => pool.id)) !== null && _a !== void 0 ? _a : []);
165
+ const topPoolByTvlWithTokenOut = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenOut[0];
166
+ const crossTokenAgainstTokenOut = (topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase()) === tokenOutAddress
167
+ ? topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token1.id.toLowerCase()
168
+ : topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase();
169
+ const topPoolByTvlWithTokenIn = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenIn[0];
170
+ const crossTokenAgainstTokenIn = (topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase()) === tokenInAddress
171
+ ? topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token1.id.toLowerCase()
172
+ : topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase();
173
+ for (const pool of pools) {
174
+ // If we already found both pools for tokenIn and tokenOut. break out of this for loop.
175
+ if (selectedPools.forTokenIn !== undefined &&
176
+ selectedPools.forTokenOut !== undefined) {
177
+ break;
178
+ }
179
+ // If the pool has already been selected. continue to the next pool.
180
+ if (previouslySelectedPools.has(pool.id.toLowerCase())) {
181
+ continue;
182
+ }
183
+ const poolToken0Address = pool.token0.id.toLowerCase();
184
+ const poolToken1Address = pool.token1.id.toLowerCase();
185
+ // If we haven't selected the pool for tokenIn, and we found a pool matching the tokenOut, and the intermediateToken, select this pool
186
+ if (selectedPools.forTokenIn === undefined &&
187
+ ((poolToken0Address === tokenOutAddress &&
188
+ poolToken1Address === crossTokenAgainstTokenIn) ||
189
+ (poolToken1Address === tokenOutAddress &&
190
+ poolToken0Address === crossTokenAgainstTokenIn))) {
191
+ selectedPools.forTokenIn = pool;
192
+ }
193
+ // If we haven't selected the pool for tokenOut, and we found a pool matching the tokenIn, and the intermediateToken, select this pool
194
+ if (selectedPools.forTokenOut === undefined &&
195
+ ((poolToken0Address === tokenInAddress &&
196
+ poolToken1Address === crossTokenAgainstTokenOut) ||
197
+ (poolToken1Address === tokenInAddress &&
198
+ poolToken0Address === crossTokenAgainstTokenOut))) {
199
+ selectedPools.forTokenOut = pool;
200
+ }
201
+ }
202
+ return selectedPools;
203
+ }
204
+ // TODO: ROUTE-241 - refactor getV3CandidatePools against getV4CandidatePools
205
+ export async function getV4CandidatePools({ currencyIn, currencyOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, v4PoolParams = getApplicableV4FeesTickspacingsHooks(chainId), }) {
206
+ var _a, _b, _c, _d, _e;
207
+ const { blockNumber, v4PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
208
+ const tokenInAddress = getAddressLowerCase(currencyIn);
209
+ const tokenOutAddress = getAddressLowerCase(currencyOut);
210
+ const beforeSubgraphPools = Date.now();
211
+ const allPools = await subgraphProvider.getPools(currencyIn, currencyOut, {
212
+ blockNumber,
213
+ });
214
+ log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V4 subgraph provider');
215
+ // Although this is less of an optimization than the V2 equivalent,
216
+ // save some time copying objects by mutating the underlying pool directly.
217
+ for (const pool of allPools) {
218
+ pool.token0.id = pool.token0.id.toLowerCase();
219
+ pool.token1.id = pool.token1.id.toLowerCase();
220
+ }
221
+ metric.putMetric('V4SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
222
+ const beforePoolsFiltered = Date.now();
223
+ // Only consider pools where neither tokens are in the blocked token list.
224
+ let filteredPools = allPools;
225
+ if (blockedTokenListProvider) {
226
+ filteredPools = [];
227
+ for (const pool of allPools) {
228
+ const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
229
+ const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
230
+ if (token0InBlocklist || token1InBlocklist) {
231
+ continue;
232
+ }
233
+ filteredPools.push(pool);
234
+ }
235
+ }
236
+ // Sort by tvlUSD in descending order
237
+ const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
238
+ log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
239
+ const poolAddressesSoFar = new Set();
240
+ const addToAddressSet = (pools) => {
241
+ _(pools)
242
+ .map((pool) => pool.id)
243
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
244
+ };
245
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
246
+ const topByBaseWithTokenIn = _(baseTokens)
247
+ .flatMap((token) => {
248
+ return _(subgraphPoolsSorted)
249
+ .filter((subgraphPool) => {
250
+ const tokenAddress = token.address.toLowerCase();
251
+ return ((subgraphPool.token0.id == tokenAddress &&
252
+ subgraphPool.token1.id == tokenInAddress) ||
253
+ (subgraphPool.token1.id == tokenAddress &&
254
+ subgraphPool.token0.id == tokenInAddress));
255
+ })
256
+ .filter((subgraphPool) => {
257
+ // in case of hooks only, it means we want to filter out hookless pools
258
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
259
+ return subgraphPool.hooks !== ADDRESS_ZERO;
260
+ }
261
+ // in case of no hooks, it means we want to filter out hook pools
262
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
263
+ return subgraphPool.hooks === ADDRESS_ZERO;
264
+ }
265
+ // otherwise it's the default case, so we just return true
266
+ return true;
267
+ })
268
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
269
+ .slice(0, topNWithEachBaseToken)
270
+ .value();
271
+ })
272
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
273
+ .slice(0, topNWithBaseToken)
274
+ .value();
275
+ const topByBaseWithTokenOut = _(baseTokens)
276
+ .flatMap((token) => {
277
+ return _(subgraphPoolsSorted)
278
+ .filter((subgraphPool) => {
279
+ const tokenAddress = token.address.toLowerCase();
280
+ return ((subgraphPool.token0.id == tokenAddress &&
281
+ subgraphPool.token1.id == tokenOutAddress) ||
282
+ (subgraphPool.token1.id == tokenAddress &&
283
+ subgraphPool.token0.id == tokenOutAddress));
284
+ })
285
+ .filter((subgraphPool) => {
286
+ // in case of hooks only, it means we want to filter out hookless pools
287
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
288
+ return subgraphPool.hooks !== ADDRESS_ZERO;
289
+ }
290
+ // in case of no hooks, it means we want to filter out hook pools
291
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
292
+ return subgraphPool.hooks === ADDRESS_ZERO;
293
+ }
294
+ // otherwise it's the default case, so we just return true
295
+ return true;
296
+ })
297
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
298
+ .slice(0, topNWithEachBaseToken)
299
+ .value();
300
+ })
301
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
302
+ .slice(0, topNWithBaseToken)
303
+ .value();
304
+ let top2DirectSwapPool = _(subgraphPoolsSorted)
305
+ .filter((subgraphPool) => {
306
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
307
+ ((subgraphPool.token0.id == tokenInAddress &&
308
+ subgraphPool.token1.id == tokenOutAddress) ||
309
+ (subgraphPool.token1.id == tokenInAddress &&
310
+ subgraphPool.token0.id == tokenOutAddress)));
311
+ })
312
+ .filter((subgraphPool) => {
313
+ // in case of hooks only, it means we want to filter out hookless pools
314
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
315
+ return subgraphPool.hooks !== ADDRESS_ZERO;
316
+ }
317
+ // in case of no hooks, it means we want to filter out hook pools
318
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
319
+ return subgraphPool.hooks === ADDRESS_ZERO;
320
+ }
321
+ // otherwise it's the default case, so we just return true
322
+ return true;
323
+ })
324
+ .slice(0, topNDirectSwaps)
325
+ .value();
326
+ if (top2DirectSwapPool.length == 0 &&
327
+ topNDirectSwaps > 0 &&
328
+ routingConfig.hooksOptions !== HooksOptions.HOOKS_ONLY) {
329
+ // If we requested direct swap pools but did not find any in the subgraph query.
330
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
331
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
332
+ // Also we need to avoid adding hookless pools into the query, when upstream requested hooksOnly
333
+ top2DirectSwapPool = _.map(v4PoolParams, (poolParams) => {
334
+ const [fee, tickSpacing, hooks] = poolParams;
335
+ const { currency0, currency1, poolId } = poolProvider.getPoolId(currencyIn, currencyOut, fee, tickSpacing, hooks);
336
+ return {
337
+ id: poolId,
338
+ feeTier: fee.toString(),
339
+ tickSpacing: tickSpacing.toString(),
340
+ hooks: hooks,
341
+ liquidity: '10000',
342
+ token0: {
343
+ symbol: currency0.symbol,
344
+ id: getAddress(currency0),
345
+ name: currency0.name,
346
+ decimals: currency0.decimals.toString(),
347
+ },
348
+ token1: {
349
+ symbol: currency1.symbol,
350
+ id: getAddress(currency1),
351
+ name: currency1.name,
352
+ decimals: currency1.decimals.toString(),
353
+ },
354
+ tvlETH: 10000,
355
+ tvlUSD: 10000,
356
+ };
357
+ });
358
+ }
359
+ addToAddressSet(top2DirectSwapPool);
360
+ const wrappedNativeAddress = (_b = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
361
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
362
+ // We don't check the seen address set because if we've already added pools for getting native quotes
363
+ // theres no need to add more.
364
+ let top2EthQuoteTokenPool = [];
365
+ if ((((_c = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
366
+ ((_d = WRAPPED_NATIVE_CURRENCY[ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
367
+ currencyOut.symbol != 'WETH' &&
368
+ currencyOut.symbol != 'WETH9' &&
369
+ currencyOut.symbol != 'ETH') ||
370
+ (((_e = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == WMATIC_POLYGON.symbol &&
371
+ currencyOut.symbol != 'MATIC' &&
372
+ currencyOut.symbol != 'WMATIC')) {
373
+ top2EthQuoteTokenPool = _(subgraphPoolsSorted)
374
+ .filter((subgraphPool) => {
375
+ if (routeType == TradeType.EXACT_INPUT) {
376
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
377
+ subgraphPool.token1.id == tokenOutAddress) ||
378
+ (subgraphPool.token1.id == wrappedNativeAddress &&
379
+ subgraphPool.token0.id == tokenOutAddress));
380
+ }
381
+ else {
382
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
383
+ subgraphPool.token1.id == tokenInAddress) ||
384
+ (subgraphPool.token1.id == wrappedNativeAddress &&
385
+ subgraphPool.token0.id == tokenInAddress));
386
+ }
387
+ })
388
+ .slice(0, 1)
389
+ .value();
390
+ }
391
+ addToAddressSet(top2EthQuoteTokenPool);
392
+ const topByTVL = _(subgraphPoolsSorted)
393
+ .filter((subgraphPool) => {
394
+ return !poolAddressesSoFar.has(subgraphPool.id);
395
+ })
396
+ .slice(0, topN)
397
+ .value();
398
+ addToAddressSet(topByTVL);
399
+ const topByTVLUsingTokenIn = _(subgraphPoolsSorted)
400
+ .filter((subgraphPool) => {
401
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
402
+ (subgraphPool.token0.id == tokenInAddress ||
403
+ subgraphPool.token1.id == tokenInAddress));
404
+ })
405
+ .filter((subgraphPool) => {
406
+ // in case of hooks only, it means we want to filter out hookless pools
407
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
408
+ return subgraphPool.hooks !== ADDRESS_ZERO;
409
+ }
410
+ // in case of no hooks, it means we want to filter out hook pools
411
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
412
+ return subgraphPool.hooks === ADDRESS_ZERO;
413
+ }
414
+ // otherwise it's the default case, so we just return true
415
+ return true;
416
+ })
417
+ .slice(0, topNTokenInOut)
418
+ .value();
419
+ addToAddressSet(topByTVLUsingTokenIn);
420
+ const topByTVLUsingTokenOut = _(subgraphPoolsSorted)
421
+ .filter((subgraphPool) => {
422
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
423
+ (subgraphPool.token0.id == tokenOutAddress ||
424
+ subgraphPool.token1.id == tokenOutAddress));
425
+ })
426
+ .filter((subgraphPool) => {
427
+ // in case of hooks only, it means we want to filter out hookless pools
428
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
429
+ return subgraphPool.hooks !== ADDRESS_ZERO;
430
+ }
431
+ // in case of no hooks, it means we want to filter out hook pools
432
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
433
+ return subgraphPool.hooks === ADDRESS_ZERO;
434
+ }
435
+ // otherwise it's the default case, so we just return true
436
+ return true;
437
+ })
438
+ .slice(0, topNTokenInOut)
439
+ .value();
440
+ addToAddressSet(topByTVLUsingTokenOut);
441
+ const topByTVLUsingTokenInSecondHops = _(topByTVLUsingTokenIn)
442
+ .map((subgraphPool) => {
443
+ return tokenInAddress == subgraphPool.token0.id
444
+ ? subgraphPool.token1.id
445
+ : subgraphPool.token0.id;
446
+ })
447
+ .flatMap((secondHopId) => {
448
+ var _a;
449
+ return _(subgraphPoolsSorted)
450
+ .filter((subgraphPool) => {
451
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
452
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
453
+ (subgraphPool.token0.id == secondHopId ||
454
+ subgraphPool.token1.id == secondHopId));
455
+ })
456
+ .filter((subgraphPool) => {
457
+ // in case of hooks only, it means we want to filter out hookless pools
458
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
459
+ return subgraphPool.hooks !== ADDRESS_ZERO;
460
+ }
461
+ // in case of no hooks, it means we want to filter out hook pools
462
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
463
+ return subgraphPool.hooks === ADDRESS_ZERO;
464
+ }
465
+ // otherwise it's the default case, so we just return true
466
+ return true;
467
+ })
468
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
469
+ .value();
470
+ })
471
+ .uniqBy((pool) => pool.id)
472
+ .value();
473
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
474
+ const topByTVLUsingTokenOutSecondHops = _(topByTVLUsingTokenOut)
475
+ .map((subgraphPool) => {
476
+ return tokenOutAddress == subgraphPool.token0.id
477
+ ? subgraphPool.token1.id
478
+ : subgraphPool.token0.id;
479
+ })
480
+ .flatMap((secondHopId) => {
481
+ var _a;
482
+ return _(subgraphPoolsSorted)
483
+ .filter((subgraphPool) => {
484
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
485
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
486
+ (subgraphPool.token0.id == secondHopId ||
487
+ subgraphPool.token1.id == secondHopId));
488
+ })
489
+ .filter((subgraphPool) => {
490
+ // in case of hooks only, it means we want to filter out hookless pools
491
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
492
+ return subgraphPool.hooks !== ADDRESS_ZERO;
493
+ }
494
+ // in case of no hooks, it means we want to filter out hook pools
495
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
496
+ return subgraphPool.hooks === ADDRESS_ZERO;
497
+ }
498
+ // otherwise it's the default case, so we just return true
499
+ return true;
500
+ })
501
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
502
+ .value();
503
+ })
504
+ .uniqBy((pool) => pool.id)
505
+ .value();
506
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
507
+ const subgraphPools = _([
508
+ ...topByBaseWithTokenIn,
509
+ ...topByBaseWithTokenOut,
510
+ ...top2DirectSwapPool,
511
+ ...top2EthQuoteTokenPool,
512
+ ...topByTVL,
513
+ ...topByTVLUsingTokenIn,
514
+ ...topByTVLUsingTokenOut,
515
+ ...topByTVLUsingTokenInSecondHops,
516
+ ...topByTVLUsingTokenOutSecondHops,
517
+ ])
518
+ .compact()
519
+ .uniqBy((pool) => pool.id)
520
+ .value();
521
+ const tokenAddresses = _(subgraphPools)
522
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
523
+ .compact()
524
+ .uniq()
525
+ .value();
526
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V4 pools we are considering`);
527
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
528
+ blockNumber,
529
+ });
530
+ const printV4SubgraphPool = (s) => {
531
+ var _a, _b, _c, _d;
532
+ return `${(_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}`;
533
+ };
534
+ log.info({
535
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV4SubgraphPool),
536
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV4SubgraphPool),
537
+ topByTVL: topByTVL.map(printV4SubgraphPool),
538
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV4SubgraphPool),
539
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV4SubgraphPool),
540
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV4SubgraphPool),
541
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV4SubgraphPool),
542
+ top2DirectSwap: top2DirectSwapPool.map(printV4SubgraphPool),
543
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV4SubgraphPool),
544
+ }, `V4 Candidate Pools`);
545
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
546
+ // native currency is not erc20 token, therefore there's no way to retrieve native currency metadata as the erc20 token.
547
+ const tokenA = isNativeCurrency(subgraphPool.token0.id)
548
+ ? nativeOnChain(chainId)
549
+ : tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
550
+ const tokenB = isNativeCurrency(subgraphPool.token1.id)
551
+ ? nativeOnChain(chainId)
552
+ : tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
553
+ let fee;
554
+ try {
555
+ fee = Number(subgraphPool.feeTier);
556
+ fee = isPoolFeeDynamic(tokenA, tokenB, Number(subgraphPool.tickSpacing), subgraphPool.hooks, subgraphPool.id)
557
+ ? DYNAMIC_FEE_FLAG
558
+ : fee;
559
+ }
560
+ catch (err) {
561
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
562
+ return undefined;
563
+ }
564
+ if (!tokenA || !tokenB) {
565
+ 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`);
566
+ return undefined;
567
+ }
568
+ return [
569
+ tokenA,
570
+ tokenB,
571
+ fee,
572
+ Number(subgraphPool.tickSpacing),
573
+ subgraphPool.hooks,
574
+ ];
575
+ });
576
+ const tokenPairs = _.compact(tokenPairsRaw);
577
+ metric.putMetric('V4PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
578
+ const beforePoolsLoad = Date.now();
579
+ const poolAccessor = await poolProvider.getPools(tokenPairs, {
580
+ blockNumber,
581
+ });
582
+ metric.putMetric('V4PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
583
+ const poolsBySelection = {
584
+ protocol: Protocol.V4,
585
+ selections: {
586
+ topByBaseWithTokenIn,
587
+ topByBaseWithTokenOut,
588
+ topByDirectSwapPool: top2DirectSwapPool,
589
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
590
+ topByTVL,
591
+ topByTVLUsingTokenIn,
592
+ topByTVLUsingTokenOut,
593
+ topByTVLUsingTokenInSecondHops,
594
+ topByTVLUsingTokenOutSecondHops,
595
+ },
596
+ };
597
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
598
+ }
599
+ export async function getV3CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
600
+ var _a, _b, _c, _d, _e;
601
+ const { blockNumber, v3PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
602
+ const tokenInAddress = tokenIn.address.toLowerCase();
603
+ const tokenOutAddress = tokenOut.address.toLowerCase();
604
+ const beforeSubgraphPools = Date.now();
605
+ const allPools = await subgraphProvider.getPools(tokenIn, tokenOut, {
606
+ blockNumber,
607
+ });
608
+ log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V3 subgraph provider');
609
+ // Although this is less of an optimization than the V2 equivalent,
610
+ // save some time copying objects by mutating the underlying pool directly.
611
+ for (const pool of allPools) {
612
+ pool.token0.id = pool.token0.id.toLowerCase();
613
+ pool.token1.id = pool.token1.id.toLowerCase();
614
+ }
615
+ metric.putMetric('V3SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
616
+ const beforePoolsFiltered = Date.now();
617
+ // Only consider pools where neither tokens are in the blocked token list.
618
+ let filteredPools = allPools;
619
+ if (blockedTokenListProvider) {
620
+ filteredPools = [];
621
+ for (const pool of allPools) {
622
+ const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
623
+ const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
624
+ if (token0InBlocklist || token1InBlocklist) {
625
+ continue;
626
+ }
627
+ filteredPools.push(pool);
628
+ }
629
+ }
630
+ // Sort by tvlUSD in descending order
631
+ const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
632
+ log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
633
+ const poolAddressesSoFar = new Set();
634
+ const addToAddressSet = (pools) => {
635
+ _(pools)
636
+ .map((pool) => pool.id)
637
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
638
+ };
639
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
640
+ const topByBaseWithTokenIn = _(baseTokens)
641
+ .flatMap((token) => {
642
+ return _(subgraphPoolsSorted)
643
+ .filter((subgraphPool) => {
644
+ const tokenAddress = token.address.toLowerCase();
645
+ return ((subgraphPool.token0.id == tokenAddress &&
646
+ subgraphPool.token1.id == tokenInAddress) ||
647
+ (subgraphPool.token1.id == tokenAddress &&
648
+ subgraphPool.token0.id == tokenInAddress));
649
+ })
650
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
651
+ .slice(0, topNWithEachBaseToken)
652
+ .value();
653
+ })
654
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
655
+ .slice(0, topNWithBaseToken)
656
+ .value();
657
+ const topByBaseWithTokenOut = _(baseTokens)
658
+ .flatMap((token) => {
659
+ return _(subgraphPoolsSorted)
660
+ .filter((subgraphPool) => {
661
+ const tokenAddress = token.address.toLowerCase();
662
+ return ((subgraphPool.token0.id == tokenAddress &&
663
+ subgraphPool.token1.id == tokenOutAddress) ||
664
+ (subgraphPool.token1.id == tokenAddress &&
665
+ subgraphPool.token0.id == tokenOutAddress));
666
+ })
667
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
668
+ .slice(0, topNWithEachBaseToken)
669
+ .value();
670
+ })
671
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
672
+ .slice(0, topNWithBaseToken)
673
+ .value();
674
+ let top2DirectSwapPool = _(subgraphPoolsSorted)
675
+ .filter((subgraphPool) => {
676
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
677
+ ((subgraphPool.token0.id == tokenInAddress &&
678
+ subgraphPool.token1.id == tokenOutAddress) ||
679
+ (subgraphPool.token1.id == tokenInAddress &&
680
+ subgraphPool.token0.id == tokenOutAddress)));
681
+ })
682
+ .slice(0, topNDirectSwaps)
683
+ .value();
684
+ if (top2DirectSwapPool.length == 0 && topNDirectSwaps > 0) {
685
+ // We don't want to re-add AMPL token pools for V3 in Mainnet.
686
+ // TODO: ROUTE-347, Remove this check once we have a better way to sync filters from subgraph cronjob <> routing path.
687
+ if (!(chainId == ChainId.MAINNET &&
688
+ (tokenIn.address.toLowerCase() ===
689
+ '0xd46ba6d942050d489dbd938a2c909a5d5039a161' ||
690
+ tokenOut.address.toLowerCase() ===
691
+ '0xd46ba6d942050d489dbd938a2c909a5d5039a161'))) {
692
+ // If we requested direct swap pools but did not find any in the subgraph query.
693
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
694
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
695
+ top2DirectSwapPool = _.map(getApplicableV3FeeAmounts(chainId), (feeAmount) => {
696
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut, feeAmount);
697
+ return {
698
+ id: poolAddress,
699
+ feeTier: unparseFeeAmount(feeAmount),
700
+ liquidity: '10000',
701
+ token0: {
702
+ id: token0.address,
703
+ },
704
+ token1: {
705
+ id: token1.address,
706
+ },
707
+ tvlETH: 10000,
708
+ tvlUSD: 10000,
709
+ };
710
+ });
711
+ top2DirectSwapPool = top2DirectSwapPool.filter((pool) => !excludedV3PoolIds.has(pool.id.toLowerCase()));
712
+ }
713
+ }
714
+ addToAddressSet(top2DirectSwapPool);
715
+ const wrappedNativeAddress = (_b = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
716
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
717
+ // We don't check the seen address set because if we've already added pools for getting native quotes
718
+ // theres no need to add more.
719
+ let top2EthQuoteTokenPool = [];
720
+ if ((((_c = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
721
+ ((_d = WRAPPED_NATIVE_CURRENCY[ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
722
+ tokenOut.symbol != 'WETH' &&
723
+ tokenOut.symbol != 'WETH9' &&
724
+ tokenOut.symbol != 'ETH') ||
725
+ (((_e = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == WMATIC_POLYGON.symbol &&
726
+ tokenOut.symbol != 'MATIC' &&
727
+ tokenOut.symbol != 'WMATIC')) {
728
+ top2EthQuoteTokenPool = _(subgraphPoolsSorted)
729
+ .filter((subgraphPool) => {
730
+ if (routeType == TradeType.EXACT_INPUT) {
731
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
732
+ subgraphPool.token1.id == tokenOutAddress) ||
733
+ (subgraphPool.token1.id == wrappedNativeAddress &&
734
+ subgraphPool.token0.id == tokenOutAddress));
735
+ }
736
+ else {
737
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
738
+ subgraphPool.token1.id == tokenInAddress) ||
739
+ (subgraphPool.token1.id == wrappedNativeAddress &&
740
+ subgraphPool.token0.id == tokenInAddress));
741
+ }
742
+ })
743
+ .slice(0, 1)
744
+ .value();
745
+ }
746
+ addToAddressSet(top2EthQuoteTokenPool);
747
+ const topByTVL = _(subgraphPoolsSorted)
748
+ .filter((subgraphPool) => {
749
+ return !poolAddressesSoFar.has(subgraphPool.id);
750
+ })
751
+ .slice(0, topN)
752
+ .value();
753
+ addToAddressSet(topByTVL);
754
+ const topByTVLUsingTokenIn = _(subgraphPoolsSorted)
755
+ .filter((subgraphPool) => {
756
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
757
+ (subgraphPool.token0.id == tokenInAddress ||
758
+ subgraphPool.token1.id == tokenInAddress));
759
+ })
760
+ .slice(0, topNTokenInOut)
761
+ .value();
762
+ addToAddressSet(topByTVLUsingTokenIn);
763
+ const topByTVLUsingTokenOut = _(subgraphPoolsSorted)
764
+ .filter((subgraphPool) => {
765
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
766
+ (subgraphPool.token0.id == tokenOutAddress ||
767
+ subgraphPool.token1.id == tokenOutAddress));
768
+ })
769
+ .slice(0, topNTokenInOut)
770
+ .value();
771
+ addToAddressSet(topByTVLUsingTokenOut);
772
+ const topByTVLUsingTokenInSecondHops = _(topByTVLUsingTokenIn)
773
+ .map((subgraphPool) => {
774
+ return tokenInAddress == subgraphPool.token0.id
775
+ ? subgraphPool.token1.id
776
+ : subgraphPool.token0.id;
777
+ })
778
+ .flatMap((secondHopId) => {
779
+ var _a;
780
+ return _(subgraphPoolsSorted)
781
+ .filter((subgraphPool) => {
782
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
783
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
784
+ (subgraphPool.token0.id == secondHopId ||
785
+ subgraphPool.token1.id == secondHopId));
786
+ })
787
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
788
+ .value();
789
+ })
790
+ .uniqBy((pool) => pool.id)
791
+ .value();
792
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
793
+ const topByTVLUsingTokenOutSecondHops = _(topByTVLUsingTokenOut)
794
+ .map((subgraphPool) => {
795
+ return tokenOutAddress == subgraphPool.token0.id
796
+ ? subgraphPool.token1.id
797
+ : subgraphPool.token0.id;
798
+ })
799
+ .flatMap((secondHopId) => {
800
+ var _a;
801
+ return _(subgraphPoolsSorted)
802
+ .filter((subgraphPool) => {
803
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
804
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
805
+ (subgraphPool.token0.id == secondHopId ||
806
+ subgraphPool.token1.id == secondHopId));
807
+ })
808
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
809
+ .value();
810
+ })
811
+ .uniqBy((pool) => pool.id)
812
+ .value();
813
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
814
+ const subgraphPools = _([
815
+ ...topByBaseWithTokenIn,
816
+ ...topByBaseWithTokenOut,
817
+ ...top2DirectSwapPool,
818
+ ...top2EthQuoteTokenPool,
819
+ ...topByTVL,
820
+ ...topByTVLUsingTokenIn,
821
+ ...topByTVLUsingTokenOut,
822
+ ...topByTVLUsingTokenInSecondHops,
823
+ ...topByTVLUsingTokenOutSecondHops,
824
+ ])
825
+ .compact()
826
+ .uniqBy((pool) => pool.id)
827
+ .value();
828
+ const tokenAddresses = _(subgraphPools)
829
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
830
+ .compact()
831
+ .uniq()
832
+ .value();
833
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V3 pools we are considering`);
834
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
835
+ blockNumber,
836
+ });
837
+ const printV3SubgraphPool = (s) => {
838
+ var _a, _b, _c, _d;
839
+ return `${(_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}`;
840
+ };
841
+ log.info({
842
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV3SubgraphPool),
843
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV3SubgraphPool),
844
+ topByTVL: topByTVL.map(printV3SubgraphPool),
845
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV3SubgraphPool),
846
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV3SubgraphPool),
847
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV3SubgraphPool),
848
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV3SubgraphPool),
849
+ top2DirectSwap: top2DirectSwapPool.map(printV3SubgraphPool),
850
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV3SubgraphPool),
851
+ }, `V3 Candidate Pools`);
852
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
853
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
854
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
855
+ let fee;
856
+ try {
857
+ fee = parseFeeAmount(subgraphPool.feeTier);
858
+ }
859
+ catch (err) {
860
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
861
+ return undefined;
862
+ }
863
+ if (!tokenA || !tokenB) {
864
+ 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`);
865
+ return undefined;
866
+ }
867
+ return [tokenA, tokenB, fee];
868
+ });
869
+ const tokenPairs = _.compact(tokenPairsRaw);
870
+ metric.putMetric('V3PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
871
+ const beforePoolsLoad = Date.now();
872
+ const poolAccessor = await poolProvider.getPools(tokenPairs, {
873
+ blockNumber,
874
+ });
875
+ metric.putMetric('V3PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
876
+ const poolsBySelection = {
877
+ protocol: Protocol.V3,
878
+ selections: {
879
+ topByBaseWithTokenIn,
880
+ topByBaseWithTokenOut,
881
+ topByDirectSwapPool: top2DirectSwapPool,
882
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
883
+ topByTVL,
884
+ topByTVLUsingTokenIn,
885
+ topByTVLUsingTokenOut,
886
+ topByTVLUsingTokenInSecondHops,
887
+ topByTVLUsingTokenOutSecondHops,
888
+ },
889
+ };
890
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
891
+ }
892
+ export async function getV2CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
893
+ var _a;
894
+ const { blockNumber, v2PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
895
+ const tokenInAddress = tokenIn.address.toLowerCase();
896
+ const tokenOutAddress = tokenOut.address.toLowerCase();
897
+ const beforeSubgraphPools = Date.now();
898
+ const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
899
+ blockNumber,
900
+ });
901
+ // With tens of thousands of V2 pools, operations that copy pools become costly.
902
+ // Mutate the pool directly rather than creating a new pool / token to optimmize for speed.
903
+ for (const pool of allPoolsRaw) {
904
+ pool.token0.id = pool.token0.id.toLowerCase();
905
+ pool.token1.id = pool.token1.id.toLowerCase();
906
+ }
907
+ metric.putMetric('V2SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
908
+ const beforePoolsFiltered = Date.now();
909
+ // Sort by pool reserve in descending order.
910
+ const subgraphPoolsSorted = allPoolsRaw.sort((a, b) => b.reserve - a.reserve);
911
+ const poolAddressesSoFar = new Set();
912
+ // Always add the direct swap pool into the mix regardless of if it exists in the subgraph pool list.
913
+ // Ensures that new pools can be swapped on immediately, and that if a pool was filtered out of the
914
+ // subgraph query for some reason (e.g. trackedReserveETH was 0), then we still consider it.
915
+ let topByDirectSwapPool = [];
916
+ if (topNDirectSwaps > 0) {
917
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut);
918
+ poolAddressesSoFar.add(poolAddress.toLowerCase());
919
+ topByDirectSwapPool = [
920
+ {
921
+ id: poolAddress,
922
+ token0: {
923
+ id: token0.address,
924
+ },
925
+ token1: {
926
+ id: token1.address,
927
+ },
928
+ supply: 10000,
929
+ reserve: 10000,
930
+ reserveUSD: 10000, // Not used. Set to arbitrary number.
931
+ },
932
+ ];
933
+ }
934
+ const wethAddress = WRAPPED_NATIVE_CURRENCY[chainId].address.toLowerCase();
935
+ const topByBaseWithTokenInMap = new Map();
936
+ const topByBaseWithTokenOutMap = new Map();
937
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
938
+ const baseTokensAddresses = new Set();
939
+ baseTokens.forEach((token) => {
940
+ const baseTokenAddr = token.address.toLowerCase();
941
+ baseTokensAddresses.add(baseTokenAddr);
942
+ topByBaseWithTokenInMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
943
+ topByBaseWithTokenOutMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
944
+ });
945
+ let topByBaseWithTokenInPoolsFound = 0;
946
+ let topByBaseWithTokenOutPoolsFound = 0;
947
+ // Main reason we need this is for gas estimates
948
+ // There can ever only be 1 Token/ETH pool, so we will only look for 1
949
+ let topNEthQuoteToken = 1;
950
+ // but, we only need it if token out is not ETH.
951
+ if (tokenOut.symbol == 'WETH' ||
952
+ tokenOut.symbol == 'WETH9' ||
953
+ tokenOut.symbol == 'ETH') {
954
+ // if it's eth we change the topN to 0, so we can break early from the loop.
955
+ topNEthQuoteToken = 0;
956
+ }
957
+ const topByEthQuoteTokenPool = [];
958
+ const topByTVLUsingTokenIn = [];
959
+ const topByTVLUsingTokenOut = [];
960
+ const topByTVL = [];
961
+ // Used to track how many iterations we do in the first loop
962
+ let loopsInFirstIteration = 0;
963
+ // Filtering step for up to first hop
964
+ // The pools are pre-sorted, so we can just iterate through them and fill our heuristics.
965
+ for (const subgraphPool of subgraphPoolsSorted) {
966
+ loopsInFirstIteration += 1;
967
+ // Check if we have satisfied all the heuristics, if so, we can stop.
968
+ if (topByBaseWithTokenInPoolsFound >= topNWithBaseToken &&
969
+ topByBaseWithTokenOutPoolsFound >= topNWithBaseToken &&
970
+ topByEthQuoteTokenPool.length >= topNEthQuoteToken &&
971
+ topByTVL.length >= topN &&
972
+ topByTVLUsingTokenIn.length >= topNTokenInOut &&
973
+ topByTVLUsingTokenOut.length >= topNTokenInOut) {
974
+ // We have satisfied all the heuristics, so we can stop.
975
+ break;
976
+ }
977
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
978
+ // We've already added this pool, so skip it.
979
+ continue;
980
+ }
981
+ // Only consider pools where neither tokens are in the blocked token list.
982
+ if (blockedTokenListProvider) {
983
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
984
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
985
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
986
+ ]);
987
+ if (token0InBlocklist || token1InBlocklist) {
988
+ continue;
989
+ }
990
+ }
991
+ const tokenInToken0TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token0.id);
992
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
993
+ tokenInToken0TopByBase &&
994
+ subgraphPool.token0.id != tokenOutAddress &&
995
+ subgraphPool.token1.id == tokenInAddress) {
996
+ topByBaseWithTokenInPoolsFound += 1;
997
+ poolAddressesSoFar.add(subgraphPool.id);
998
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
999
+ topByTVLUsingTokenIn.push(subgraphPool);
1000
+ }
1001
+ if (routeType === TradeType.EXACT_OUTPUT &&
1002
+ subgraphPool.token0.id == wethAddress) {
1003
+ topByEthQuoteTokenPool.push(subgraphPool);
1004
+ }
1005
+ tokenInToken0TopByBase.pools.push(subgraphPool);
1006
+ continue;
1007
+ }
1008
+ const tokenInToken1TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token1.id);
1009
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
1010
+ tokenInToken1TopByBase &&
1011
+ subgraphPool.token0.id == tokenInAddress &&
1012
+ subgraphPool.token1.id != tokenOutAddress) {
1013
+ topByBaseWithTokenInPoolsFound += 1;
1014
+ poolAddressesSoFar.add(subgraphPool.id);
1015
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
1016
+ topByTVLUsingTokenIn.push(subgraphPool);
1017
+ }
1018
+ if (routeType === TradeType.EXACT_OUTPUT &&
1019
+ subgraphPool.token1.id == wethAddress) {
1020
+ topByEthQuoteTokenPool.push(subgraphPool);
1021
+ }
1022
+ tokenInToken1TopByBase.pools.push(subgraphPool);
1023
+ continue;
1024
+ }
1025
+ const tokenOutToken0TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token0.id);
1026
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
1027
+ tokenOutToken0TopByBase &&
1028
+ subgraphPool.token0.id != tokenInAddress &&
1029
+ subgraphPool.token1.id == tokenOutAddress) {
1030
+ topByBaseWithTokenOutPoolsFound += 1;
1031
+ poolAddressesSoFar.add(subgraphPool.id);
1032
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
1033
+ topByTVLUsingTokenOut.push(subgraphPool);
1034
+ }
1035
+ if (routeType === TradeType.EXACT_INPUT &&
1036
+ subgraphPool.token0.id == wethAddress) {
1037
+ topByEthQuoteTokenPool.push(subgraphPool);
1038
+ }
1039
+ tokenOutToken0TopByBase.pools.push(subgraphPool);
1040
+ continue;
1041
+ }
1042
+ const tokenOutToken1TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token1.id);
1043
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
1044
+ tokenOutToken1TopByBase &&
1045
+ subgraphPool.token0.id == tokenOutAddress &&
1046
+ subgraphPool.token1.id != tokenInAddress) {
1047
+ topByBaseWithTokenOutPoolsFound += 1;
1048
+ poolAddressesSoFar.add(subgraphPool.id);
1049
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
1050
+ topByTVLUsingTokenOut.push(subgraphPool);
1051
+ }
1052
+ if (routeType === TradeType.EXACT_INPUT &&
1053
+ subgraphPool.token1.id == wethAddress) {
1054
+ topByEthQuoteTokenPool.push(subgraphPool);
1055
+ }
1056
+ tokenOutToken1TopByBase.pools.push(subgraphPool);
1057
+ continue;
1058
+ }
1059
+ // Note: we do not need to check other native currencies for the V2 Protocol
1060
+ if (topByEthQuoteTokenPool.length < topNEthQuoteToken &&
1061
+ ((routeType === TradeType.EXACT_INPUT &&
1062
+ ((subgraphPool.token0.id == wethAddress &&
1063
+ subgraphPool.token1.id == tokenOutAddress) ||
1064
+ (subgraphPool.token1.id == wethAddress &&
1065
+ subgraphPool.token0.id == tokenOutAddress))) ||
1066
+ (routeType === TradeType.EXACT_OUTPUT &&
1067
+ ((subgraphPool.token0.id == wethAddress &&
1068
+ subgraphPool.token1.id == tokenInAddress) ||
1069
+ (subgraphPool.token1.id == wethAddress &&
1070
+ subgraphPool.token0.id == tokenInAddress))))) {
1071
+ poolAddressesSoFar.add(subgraphPool.id);
1072
+ topByEthQuoteTokenPool.push(subgraphPool);
1073
+ continue;
1074
+ }
1075
+ if (topByTVL.length < topN) {
1076
+ poolAddressesSoFar.add(subgraphPool.id);
1077
+ topByTVL.push(subgraphPool);
1078
+ continue;
1079
+ }
1080
+ if (topByTVLUsingTokenIn.length < topNTokenInOut &&
1081
+ (subgraphPool.token0.id == tokenInAddress ||
1082
+ subgraphPool.token1.id == tokenInAddress)) {
1083
+ poolAddressesSoFar.add(subgraphPool.id);
1084
+ topByTVLUsingTokenIn.push(subgraphPool);
1085
+ continue;
1086
+ }
1087
+ if (topByTVLUsingTokenOut.length < topNTokenInOut &&
1088
+ (subgraphPool.token0.id == tokenOutAddress ||
1089
+ subgraphPool.token1.id == tokenOutAddress)) {
1090
+ poolAddressesSoFar.add(subgraphPool.id);
1091
+ topByTVLUsingTokenOut.push(subgraphPool);
1092
+ continue;
1093
+ }
1094
+ }
1095
+ metric.putMetric('V2SubgraphLoopsInFirstIteration', loopsInFirstIteration, MetricLoggerUnit.Count);
1096
+ const topByBaseWithTokenIn = [];
1097
+ for (const topByBaseWithTokenInSelection of topByBaseWithTokenInMap.values()) {
1098
+ topByBaseWithTokenIn.push(...topByBaseWithTokenInSelection.pools);
1099
+ }
1100
+ const topByBaseWithTokenOut = [];
1101
+ for (const topByBaseWithTokenOutSelection of topByBaseWithTokenOutMap.values()) {
1102
+ topByBaseWithTokenOut.push(...topByBaseWithTokenOutSelection.pools);
1103
+ }
1104
+ // Filtering step for second hops
1105
+ const topByTVLUsingTokenInSecondHopsMap = new Map();
1106
+ const topByTVLUsingTokenOutSecondHopsMap = new Map();
1107
+ const tokenInSecondHopAddresses = topByTVLUsingTokenIn
1108
+ .filter((pool) => {
1109
+ // filtering second hops
1110
+ if (tokenInAddress === pool.token0.id) {
1111
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
1112
+ }
1113
+ else {
1114
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
1115
+ }
1116
+ })
1117
+ .map((pool) => tokenInAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
1118
+ const tokenOutSecondHopAddresses = topByTVLUsingTokenOut
1119
+ .filter((pool) => {
1120
+ // filtering second hops
1121
+ if (tokenOutAddress === pool.token0.id) {
1122
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
1123
+ }
1124
+ else {
1125
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
1126
+ }
1127
+ })
1128
+ .map((pool) => tokenOutAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
1129
+ for (const secondHopId of tokenInSecondHopAddresses) {
1130
+ topByTVLUsingTokenInSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
1131
+ }
1132
+ for (const secondHopId of tokenOutSecondHopAddresses) {
1133
+ topByTVLUsingTokenOutSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
1134
+ }
1135
+ // Used to track how many iterations we do in the second loop
1136
+ let loopsInSecondIteration = 0;
1137
+ if (tokenInSecondHopAddresses.length > 0 ||
1138
+ tokenOutSecondHopAddresses.length > 0) {
1139
+ for (const subgraphPool of subgraphPoolsSorted) {
1140
+ loopsInSecondIteration += 1;
1141
+ let allTokenInSecondHopsHaveTheirTopN = true;
1142
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
1143
+ if (!secondHopPools.hasEnoughPools()) {
1144
+ allTokenInSecondHopsHaveTheirTopN = false;
1145
+ break;
1146
+ }
1147
+ }
1148
+ let allTokenOutSecondHopsHaveTheirTopN = true;
1149
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
1150
+ if (!secondHopPools.hasEnoughPools()) {
1151
+ allTokenOutSecondHopsHaveTheirTopN = false;
1152
+ break;
1153
+ }
1154
+ }
1155
+ if (allTokenInSecondHopsHaveTheirTopN &&
1156
+ allTokenOutSecondHopsHaveTheirTopN) {
1157
+ // We have satisfied all the heuristics, so we can stop.
1158
+ break;
1159
+ }
1160
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
1161
+ continue;
1162
+ }
1163
+ // Only consider pools where neither tokens are in the blocked token list.
1164
+ if (blockedTokenListProvider) {
1165
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
1166
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
1167
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
1168
+ ]);
1169
+ if (token0InBlocklist || token1InBlocklist) {
1170
+ continue;
1171
+ }
1172
+ }
1173
+ const tokenInToken0SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token0.id);
1174
+ if (tokenInToken0SecondHop && !tokenInToken0SecondHop.hasEnoughPools()) {
1175
+ poolAddressesSoFar.add(subgraphPool.id);
1176
+ tokenInToken0SecondHop.pools.push(subgraphPool);
1177
+ continue;
1178
+ }
1179
+ const tokenInToken1SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token1.id);
1180
+ if (tokenInToken1SecondHop && !tokenInToken1SecondHop.hasEnoughPools()) {
1181
+ poolAddressesSoFar.add(subgraphPool.id);
1182
+ tokenInToken1SecondHop.pools.push(subgraphPool);
1183
+ continue;
1184
+ }
1185
+ const tokenOutToken0SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token0.id);
1186
+ if (tokenOutToken0SecondHop &&
1187
+ !tokenOutToken0SecondHop.hasEnoughPools()) {
1188
+ poolAddressesSoFar.add(subgraphPool.id);
1189
+ tokenOutToken0SecondHop.pools.push(subgraphPool);
1190
+ continue;
1191
+ }
1192
+ const tokenOutToken1SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token1.id);
1193
+ if (tokenOutToken1SecondHop &&
1194
+ !tokenOutToken1SecondHop.hasEnoughPools()) {
1195
+ poolAddressesSoFar.add(subgraphPool.id);
1196
+ tokenOutToken1SecondHop.pools.push(subgraphPool);
1197
+ continue;
1198
+ }
1199
+ }
1200
+ }
1201
+ metric.putMetric('V2SubgraphLoopsInSecondIteration', loopsInSecondIteration, MetricLoggerUnit.Count);
1202
+ const topByTVLUsingTokenInSecondHops = [];
1203
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
1204
+ topByTVLUsingTokenInSecondHops.push(...secondHopPools.pools);
1205
+ }
1206
+ const topByTVLUsingTokenOutSecondHops = [];
1207
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
1208
+ topByTVLUsingTokenOutSecondHops.push(...secondHopPools.pools);
1209
+ }
1210
+ const subgraphPools = _([
1211
+ ...topByBaseWithTokenIn,
1212
+ ...topByBaseWithTokenOut,
1213
+ ...topByDirectSwapPool,
1214
+ ...topByEthQuoteTokenPool,
1215
+ ...topByTVL,
1216
+ ...topByTVLUsingTokenIn,
1217
+ ...topByTVLUsingTokenOut,
1218
+ ...topByTVLUsingTokenInSecondHops,
1219
+ ...topByTVLUsingTokenOutSecondHops,
1220
+ ])
1221
+ .uniqBy((pool) => pool.id)
1222
+ .value();
1223
+ const tokenAddressesSet = new Set();
1224
+ for (const pool of subgraphPools) {
1225
+ tokenAddressesSet.add(pool.token0.id);
1226
+ tokenAddressesSet.add(pool.token1.id);
1227
+ }
1228
+ const tokenAddresses = Array.from(tokenAddressesSet);
1229
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V2 pools we are considering`);
1230
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
1231
+ blockNumber,
1232
+ });
1233
+ const printV2SubgraphPool = (s) => {
1234
+ var _a, _b, _c, _d;
1235
+ return `${(_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}`;
1236
+ };
1237
+ log.info({
1238
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV2SubgraphPool),
1239
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV2SubgraphPool),
1240
+ topByTVL: topByTVL.map(printV2SubgraphPool),
1241
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV2SubgraphPool),
1242
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV2SubgraphPool),
1243
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV2SubgraphPool),
1244
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV2SubgraphPool),
1245
+ top2DirectSwap: topByDirectSwapPool.map(printV2SubgraphPool),
1246
+ top2EthQuotePool: topByEthQuoteTokenPool.map(printV2SubgraphPool),
1247
+ }, `V2 Candidate pools`);
1248
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
1249
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1250
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1251
+ if (!tokenA || !tokenB) {
1252
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
1253
+ return undefined;
1254
+ }
1255
+ return [tokenA, tokenB];
1256
+ });
1257
+ const tokenPairs = _.compact(tokenPairsRaw);
1258
+ metric.putMetric('V2PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
1259
+ const beforePoolsLoad = Date.now();
1260
+ // this should be the only place to enable fee-on-transfer fee fetching,
1261
+ // because this places loads pools (pairs of tokens with fot taxes) from the subgraph
1262
+ const poolAccessor = await poolProvider.getPools(tokenPairs, routingConfig);
1263
+ metric.putMetric('V2PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
1264
+ const poolsBySelection = {
1265
+ protocol: Protocol.V2,
1266
+ selections: {
1267
+ topByBaseWithTokenIn,
1268
+ topByBaseWithTokenOut,
1269
+ topByDirectSwapPool,
1270
+ topByEthQuoteTokenPool,
1271
+ topByTVL,
1272
+ topByTVLUsingTokenIn,
1273
+ topByTVLUsingTokenOut,
1274
+ topByTVLUsingTokenInSecondHops,
1275
+ topByTVLUsingTokenOutSecondHops,
1276
+ },
1277
+ };
1278
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
1279
+ }
1280
+ export async function getMixedRouteCandidatePools({ v4CandidatePools, v3CandidatePools, v2CandidatePools, crossLiquidityPools, routingConfig, tokenProvider, v4PoolProvider, v3poolProvider, v2poolProvider, chainId, }) {
1281
+ const beforeSubgraphPools = Date.now();
1282
+ const [v4Results, v3Results, v2Results] = [
1283
+ v4CandidatePools,
1284
+ v3CandidatePools,
1285
+ v2CandidatePools,
1286
+ ];
1287
+ // Create empty defaults for undefined results
1288
+ const { subgraphPools: V4subgraphPools = [], candidatePools: V4candidatePools = {
1289
+ protocol: Protocol.V4,
1290
+ selections: {
1291
+ topByBaseWithTokenIn: [],
1292
+ topByBaseWithTokenOut: [],
1293
+ topByDirectSwapPool: [],
1294
+ topByEthQuoteTokenPool: [],
1295
+ topByTVL: [],
1296
+ topByTVLUsingTokenIn: [],
1297
+ topByTVLUsingTokenOut: [],
1298
+ topByTVLUsingTokenInSecondHops: [],
1299
+ topByTVLUsingTokenOutSecondHops: [],
1300
+ },
1301
+ }, } = v4Results || {};
1302
+ const { subgraphPools: V3subgraphPools = [], candidatePools: V3candidatePools = {
1303
+ protocol: Protocol.V3,
1304
+ selections: {
1305
+ topByBaseWithTokenIn: [],
1306
+ topByBaseWithTokenOut: [],
1307
+ topByDirectSwapPool: [],
1308
+ topByEthQuoteTokenPool: [],
1309
+ topByTVL: [],
1310
+ topByTVLUsingTokenIn: [],
1311
+ topByTVLUsingTokenOut: [],
1312
+ topByTVLUsingTokenInSecondHops: [],
1313
+ topByTVLUsingTokenOutSecondHops: [],
1314
+ },
1315
+ }, } = v3Results || {};
1316
+ const { subgraphPools: V2subgraphPools = [], candidatePools: V2candidatePools = {
1317
+ protocol: Protocol.V2,
1318
+ selections: {
1319
+ topByBaseWithTokenIn: [],
1320
+ topByBaseWithTokenOut: [],
1321
+ topByDirectSwapPool: [],
1322
+ topByEthQuoteTokenPool: [],
1323
+ topByTVL: [],
1324
+ topByTVLUsingTokenIn: [],
1325
+ topByTVLUsingTokenOut: [],
1326
+ topByTVLUsingTokenInSecondHops: [],
1327
+ topByTVLUsingTokenOutSecondHops: [],
1328
+ },
1329
+ }, } = v2Results || {};
1330
+ // Injects the liquidity pools found by the getMixedCrossLiquidityCandidatePools function
1331
+ V2subgraphPools.push(...crossLiquidityPools.v2Pools);
1332
+ V3subgraphPools.push(...crossLiquidityPools.v3Pools);
1333
+ V4subgraphPools.push(...crossLiquidityPools.v4Pools);
1334
+ metric.putMetric('MixedSubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
1335
+ const beforePoolsFiltered = Date.now();
1336
+ /**
1337
+ * Main heuristic for pruning mixedRoutes:
1338
+ * - we pick V2 pools with higher liq than respective V3 pools, or if the v3 pool doesn't exist
1339
+ *
1340
+ * This way we can reduce calls to our provider since it's possible to generate a lot of mixed routes
1341
+ */
1342
+ /// We only really care about pools involving the tokenIn or tokenOut explictly,
1343
+ /// since there's no way a long tail token in V2 would be routed through as an intermediary
1344
+ const V2topByTVLPoolIds = new Set([
1345
+ ...V2candidatePools.selections.topByTVLUsingTokenIn,
1346
+ ...V2candidatePools.selections.topByBaseWithTokenIn,
1347
+ /// tokenOut:
1348
+ ...V2candidatePools.selections.topByTVLUsingTokenOut,
1349
+ ...V2candidatePools.selections.topByBaseWithTokenOut,
1350
+ /// Direct swap:
1351
+ ...V2candidatePools.selections.topByDirectSwapPool,
1352
+ // Cross Liquidity (has to be added to be considered):
1353
+ ...crossLiquidityPools.v2Pools,
1354
+ ].map((poolId) => poolId.id));
1355
+ const V2topByTVLSortedPools = _(V2subgraphPools)
1356
+ .filter((pool) => V2topByTVLPoolIds.has(pool.id))
1357
+ .sortBy((pool) => -pool.reserveUSD)
1358
+ .value();
1359
+ /// we consider all returned V3 pools for this heuristic to "fill in the gaps"
1360
+ const V3sortedPools = _(V3subgraphPools)
1361
+ .sortBy((pool) => -pool.tvlUSD)
1362
+ .value();
1363
+ const V4sortedPools = _(V4subgraphPools)
1364
+ .sortBy((pool) => -pool.tvlUSD)
1365
+ .value();
1366
+ /// Finding pools with greater reserveUSD on v2 than tvlUSD on v3, or if there is no v3 liquidity
1367
+ const buildV2Pools = [];
1368
+ V2topByTVLSortedPools.forEach((V2subgraphPool) => {
1369
+ const V3subgraphPool = V3sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
1370
+ pool.token1.id == V2subgraphPool.token1.id) ||
1371
+ (pool.token0.id == V2subgraphPool.token1.id &&
1372
+ pool.token1.id == V2subgraphPool.token0.id));
1373
+ if (V3subgraphPool) {
1374
+ if (V2subgraphPool.reserveUSD > V3subgraphPool.tvlUSD) {
1375
+ log.info({
1376
+ token0: V2subgraphPool.token0.id,
1377
+ token1: V2subgraphPool.token1.id,
1378
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1379
+ v3tvlUSD: V3subgraphPool.tvlUSD,
1380
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V3 counterpart`);
1381
+ buildV2Pools.push(V2subgraphPool);
1382
+ }
1383
+ }
1384
+ else {
1385
+ log.info({
1386
+ token0: V2subgraphPool.token0.id,
1387
+ token1: V2subgraphPool.token1.id,
1388
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1389
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
1390
+ buildV2Pools.push(V2subgraphPool);
1391
+ }
1392
+ const V4subgraphPool = V4sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
1393
+ pool.token1.id == V2subgraphPool.token1.id) ||
1394
+ (pool.token0.id == V2subgraphPool.token1.id &&
1395
+ pool.token1.id == V2subgraphPool.token0.id));
1396
+ if (V4subgraphPool) {
1397
+ if (V2subgraphPool.reserveUSD > V4subgraphPool.tvlUSD) {
1398
+ log.info({
1399
+ token0: V2subgraphPool.token0.id,
1400
+ token1: V2subgraphPool.token1.id,
1401
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1402
+ v4tvlUSD: V4subgraphPool.tvlUSD,
1403
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V4 counterpart`);
1404
+ buildV2Pools.push(V2subgraphPool);
1405
+ }
1406
+ }
1407
+ else {
1408
+ log.info({
1409
+ token0: V2subgraphPool.token0.id,
1410
+ token1: V2subgraphPool.token1.id,
1411
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1412
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
1413
+ buildV2Pools.push(V2subgraphPool);
1414
+ }
1415
+ });
1416
+ log.info(buildV2Pools.length, `Number of V2 candidate pools that fit first heuristic`);
1417
+ const subgraphPools = [...buildV2Pools, ...V3sortedPools, ...V4sortedPools];
1418
+ const tokenAddresses = _(subgraphPools)
1419
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
1420
+ .compact()
1421
+ .uniq()
1422
+ .value();
1423
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} pools we are considering`);
1424
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, routingConfig);
1425
+ const V4tokenPairsRaw = _.map(V4sortedPools, (subgraphPool) => {
1426
+ // native currency is not erc20 token, therefore there's no way to retrieve native currency metadata as the erc20 token.
1427
+ const tokenA = isNativeCurrency(subgraphPool.token0.id)
1428
+ ? nativeOnChain(chainId)
1429
+ : tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1430
+ const tokenB = isNativeCurrency(subgraphPool.token1.id)
1431
+ ? nativeOnChain(chainId)
1432
+ : tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1433
+ let fee;
1434
+ try {
1435
+ fee = Number(subgraphPool.feeTier);
1436
+ }
1437
+ catch (err) {
1438
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier}/${subgraphPool.tickSpacing}/${subgraphPool.hooks} because fee tier not supported`);
1439
+ return undefined;
1440
+ }
1441
+ if (!tokenA || !tokenB) {
1442
+ 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`);
1443
+ return undefined;
1444
+ }
1445
+ return [
1446
+ tokenA,
1447
+ tokenB,
1448
+ fee,
1449
+ Number(subgraphPool.tickSpacing),
1450
+ subgraphPool.hooks,
1451
+ ];
1452
+ });
1453
+ const V4tokenPairs = _.compact(V4tokenPairsRaw);
1454
+ const V3tokenPairsRaw = _.map(V3sortedPools, (subgraphPool) => {
1455
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1456
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1457
+ let fee;
1458
+ try {
1459
+ fee = parseFeeAmount(subgraphPool.feeTier);
1460
+ }
1461
+ catch (err) {
1462
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
1463
+ return undefined;
1464
+ }
1465
+ if (!tokenA || !tokenB) {
1466
+ 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`);
1467
+ return undefined;
1468
+ }
1469
+ return [tokenA, tokenB, fee];
1470
+ });
1471
+ const V3tokenPairs = _.compact(V3tokenPairsRaw);
1472
+ const V2tokenPairsRaw = _.map(buildV2Pools, (subgraphPool) => {
1473
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1474
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1475
+ if (!tokenA || !tokenB) {
1476
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
1477
+ return undefined;
1478
+ }
1479
+ return [tokenA, tokenB];
1480
+ });
1481
+ const V2tokenPairs = _.compact(V2tokenPairsRaw);
1482
+ metric.putMetric('MixedPoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
1483
+ const beforePoolsLoad = Date.now();
1484
+ const [V2poolAccessor, V3poolAccessor, V4poolAccessor] = await Promise.all([
1485
+ v2poolProvider.getPools(V2tokenPairs, routingConfig),
1486
+ v3poolProvider.getPools(V3tokenPairs, routingConfig),
1487
+ v4PoolProvider.getPools(V4tokenPairs, routingConfig),
1488
+ ]);
1489
+ metric.putMetric('MixedPoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
1490
+ /// @dev a bit tricky here since the original V2CandidateSelections object included pools that we may have dropped
1491
+ /// as part of the heuristic. We need to reconstruct a new object with the v3 pools too.
1492
+ const buildPoolsBySelection = (key) => {
1493
+ return [
1494
+ ...buildV2Pools.filter((pool) => V2candidatePools.selections[key].map((p) => p.id).includes(pool.id)),
1495
+ ...V3candidatePools.selections[key],
1496
+ ...V4candidatePools.selections[key],
1497
+ ];
1498
+ };
1499
+ const poolsBySelection = {
1500
+ protocol: Protocol.MIXED,
1501
+ selections: {
1502
+ topByBaseWithTokenIn: buildPoolsBySelection('topByBaseWithTokenIn'),
1503
+ topByBaseWithTokenOut: buildPoolsBySelection('topByBaseWithTokenOut'),
1504
+ topByDirectSwapPool: buildPoolsBySelection('topByDirectSwapPool'),
1505
+ topByEthQuoteTokenPool: buildPoolsBySelection('topByEthQuoteTokenPool'),
1506
+ topByTVL: buildPoolsBySelection('topByTVL'),
1507
+ topByTVLUsingTokenIn: buildPoolsBySelection('topByTVLUsingTokenIn'),
1508
+ topByTVLUsingTokenOut: buildPoolsBySelection('topByTVLUsingTokenOut'),
1509
+ topByTVLUsingTokenInSecondHops: buildPoolsBySelection('topByTVLUsingTokenInSecondHops'),
1510
+ topByTVLUsingTokenOutSecondHops: buildPoolsBySelection('topByTVLUsingTokenOutSecondHops'),
1511
+ },
1512
+ };
1513
+ return {
1514
+ V2poolAccessor,
1515
+ V3poolAccessor,
1516
+ V4poolAccessor,
1517
+ candidatePools: poolsBySelection,
1518
+ subgraphPools,
1519
+ };
1520
+ }
1521
+ //# 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