@juiceswapxyz/smart-order-router 0.0.1-beta.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 +308 -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 +163 -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 +234 -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 +687 -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 +55 -0
  63. package/build/main/providers/subgraph-provider.js +261 -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 +456 -0
  68. package/build/main/providers/token-fee-fetcher.d.ts +31 -0
  69. package/build/main/providers/token-fee-fetcher.js +114 -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 +138 -0
  73. package/build/main/providers/token-provider.js +386 -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 +52 -0
  91. package/build/main/providers/v2/subgraph-provider.js +334 -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 +214 -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 +45 -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 +24 -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 +59 -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 +469 -0
  127. package/build/main/routers/alpha-router/alpha-router.js +1677 -0
  128. package/build/main/routers/alpha-router/config.d.ts +4 -0
  129. package/build/main/routers/alpha-router/config.js +129 -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 +1526 -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 +188 -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 +117 -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 +77 -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 +121 -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 +201 -0
  183. package/build/main/routers/legacy-router/bases.js +121 -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
  194. package/build/main/types/other/factories/Erc20__factory.js +240 -0
  195. package/build/main/types/other/factories/GasDataArbitrum__factory.d.ts +18 -0
  196. package/build/main/types/other/factories/GasDataArbitrum__factory.js +58 -0
  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
  200. package/build/main/types/other/factories/ITokenValidator__factory.js +78 -0
  201. package/build/main/types/other/factories/MixedRouteQuoterV2__factory.d.ts +86 -0
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  203. package/build/main/types/other/factories/Permit2__factory.d.ts +87 -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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  221. package/build/main/types/v3/factories/IQuoterV2__factory.d.ts +41 -0
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  223. package/build/main/types/v3/factories/IUniswapV3PoolState__factory.d.ts +22 -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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  271. package/build/module/providers/cache-node.d.ts +10 -0
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  275. package/build/module/providers/caching/route/index.d.ts +2 -0
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@@ -0,0 +1,1515 @@
1
+ import { ADDRESS_ZERO, Protocol } from '@juiceswapxyz/router-sdk';
2
+ import { ChainId, TradeType } from '@juiceswapxyz/sdk-core';
3
+ import _ from 'lodash';
4
+ import { isNativeCurrency } from '@juiceswapxyz/universal-router-sdk';
5
+ import { DYNAMIC_FEE_FLAG } from '@juiceswapxyz/v4-sdk';
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_MOONBEAM, USDC_OPTIMISM, USDC_OPTIMISM_GOERLI, USDC_POLYGON, USDC_SEPOLIA, USDC_SONEIUM, USDC_UNICHAIN, USDT_ARBITRUM, USDT_BNB, 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.ARBITRUM_ONE]: [
42
+ DAI_ARBITRUM,
43
+ USDC_ARBITRUM,
44
+ WBTC_ARBITRUM,
45
+ USDT_ARBITRUM,
46
+ ],
47
+ [ChainId.ARBITRUM_GOERLI]: [USDC_ARBITRUM_GOERLI],
48
+ [ChainId.ARBITRUM_SEPOLIA]: [USDC_ARBITRUM_SEPOLIA],
49
+ [ChainId.POLYGON]: [USDC_POLYGON, WMATIC_POLYGON],
50
+ [ChainId.POLYGON_MUMBAI]: [DAI_POLYGON_MUMBAI, WMATIC_POLYGON_MUMBAI],
51
+ [ChainId.CELO]: [CUSD_CELO, CEUR_CELO, CELO],
52
+ [ChainId.CELO_ALFAJORES]: [
53
+ CUSD_CELO_ALFAJORES,
54
+ CEUR_CELO_ALFAJORES,
55
+ CELO_ALFAJORES,
56
+ ],
57
+ [ChainId.GNOSIS]: [WBTC_GNOSIS, WXDAI_GNOSIS, USDC_ETHEREUM_GNOSIS],
58
+ [ChainId.MOONBEAM]: [
59
+ DAI_MOONBEAM,
60
+ USDC_MOONBEAM,
61
+ WBTC_MOONBEAM,
62
+ WGLMR_MOONBEAM,
63
+ ],
64
+ [ChainId.BNB]: [DAI_BNB, USDC_BNB, USDT_BNB],
65
+ [ChainId.AVALANCHE]: [DAI_AVAX, USDC_AVAX],
66
+ [ChainId.BASE]: [USDC_BASE],
67
+ [ChainId.BLAST]: [WRAPPED_NATIVE_CURRENCY[ChainId.BLAST], USDB_BLAST],
68
+ [ChainId.ZORA]: [WRAPPED_NATIVE_CURRENCY[ChainId.ZORA]],
69
+ [ChainId.ZKSYNC]: [WRAPPED_NATIVE_CURRENCY[ChainId.ZKSYNC]],
70
+ [ChainId.WORLDCHAIN]: [WRAPPED_NATIVE_CURRENCY[ChainId.WORLDCHAIN]],
71
+ [ChainId.UNICHAIN_SEPOLIA]: [
72
+ WRAPPED_NATIVE_CURRENCY[ChainId.UNICHAIN_SEPOLIA],
73
+ ],
74
+ [ChainId.MONAD_TESTNET]: [
75
+ WRAPPED_NATIVE_CURRENCY[ChainId.MONAD_TESTNET],
76
+ USDT_MONAD_TESTNET,
77
+ ],
78
+ [ChainId.BASE_SEPOLIA]: [
79
+ WRAPPED_NATIVE_CURRENCY[ChainId.BASE_SEPOLIA],
80
+ USDC_BASE_SEPOLIA,
81
+ ],
82
+ [ChainId.UNICHAIN]: [
83
+ WRAPPED_NATIVE_CURRENCY[ChainId.UNICHAIN],
84
+ DAI_UNICHAIN,
85
+ USDC_UNICHAIN,
86
+ ],
87
+ [ChainId.SONEIUM]: [USDC_SONEIUM, WRAPPED_NATIVE_CURRENCY[ChainId.SONEIUM]],
88
+ };
89
+ const excludedV3PoolIds = new Set([
90
+ // https://linear.app/uniswap/issue/CX-1005
91
+ '0x0f681f10ab1aa1cde04232a199fe3c6f2652a80c'.toLowerCase(),
92
+ ]);
93
+ class SubcategorySelectionPools {
94
+ constructor(pools, poolsNeeded) {
95
+ this.pools = pools;
96
+ this.poolsNeeded = poolsNeeded;
97
+ }
98
+ hasEnoughPools() {
99
+ return this.pools.length >= this.poolsNeeded;
100
+ }
101
+ }
102
+ /**
103
+ * Function that finds any missing pools that were not selected by the heuristic but that would
104
+ * create a route with the topPool by TVL with either tokenIn or tokenOut across protocols.
105
+ *
106
+ * e.g. In V2CandidatePools we found that wstETH/DOG is the most liquid pool,
107
+ * then in V3CandidatePools ETH/wstETH is *not* the most liquid pool, so it is not selected
108
+ * This process will look for that pool in order to complete the route.
109
+ *
110
+ */
111
+ export async function getMixedCrossLiquidityCandidatePools({ tokenIn, tokenOut, blockNumber, v2SubgraphProvider, v3SubgraphProvider, v2Candidates, v3Candidates, v4Candidates, mixedCrossLiquidityV3AgainstV4Supported, chainId, }) {
112
+ var _a, _b, _c, _d, _e, _f, _g, _h;
113
+ const v2Pools = (await v2SubgraphProvider.getPools(tokenIn, tokenOut, {
114
+ blockNumber,
115
+ })).sort((a, b) => b.reserve - a.reserve);
116
+ const v3Pools = (await v3SubgraphProvider.getPools(tokenIn, tokenOut, {
117
+ blockNumber,
118
+ })).sort((a, b) => b.tvlUSD - a.tvlUSD);
119
+ const tokenInAddress = tokenIn.address.toLowerCase();
120
+ const tokenOutAddress = tokenOut.address.toLowerCase();
121
+ const v2AgainstV3SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v2Pools, v2Candidates, v3Candidates);
122
+ const v3AgainstV2SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v2Candidates);
123
+ const v3AgainstV4SelectedPools = chainId && (mixedCrossLiquidityV3AgainstV4Supported === null || mixedCrossLiquidityV3AgainstV4Supported === void 0 ? void 0 : mixedCrossLiquidityV3AgainstV4Supported.includes(chainId))
124
+ ? findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v4Candidates)
125
+ : { forTokenIn: undefined, forTokenOut: undefined };
126
+ // this is for deduplicate v3 pools, in case both v4 and v2 select the same v3 pools for tokenIn/tokenOut
127
+ if (((_a = v3AgainstV4SelectedPools.forTokenIn) === null || _a === void 0 ? void 0 : _a.id) ===
128
+ ((_b = v3AgainstV2SelectedPools.forTokenIn) === null || _b === void 0 ? void 0 : _b.id) ||
129
+ ((_c = v3AgainstV4SelectedPools.forTokenIn) === null || _c === void 0 ? void 0 : _c.id) ===
130
+ ((_d = v3AgainstV2SelectedPools.forTokenOut) === null || _d === void 0 ? void 0 : _d.id)) {
131
+ v3AgainstV4SelectedPools.forTokenIn = undefined;
132
+ }
133
+ if (((_e = v3AgainstV4SelectedPools.forTokenOut) === null || _e === void 0 ? void 0 : _e.id) ===
134
+ ((_f = v3AgainstV2SelectedPools.forTokenIn) === null || _f === void 0 ? void 0 : _f.id) ||
135
+ ((_g = v3AgainstV4SelectedPools.forTokenOut) === null || _g === void 0 ? void 0 : _g.id) ===
136
+ ((_h = v3AgainstV2SelectedPools.forTokenOut) === null || _h === void 0 ? void 0 : _h.id)) {
137
+ v3AgainstV4SelectedPools.forTokenOut = undefined;
138
+ }
139
+ const selectedV2Pools = [
140
+ v2AgainstV3SelectedPools.forTokenIn,
141
+ v2AgainstV3SelectedPools.forTokenOut,
142
+ ].filter((pool) => pool !== undefined);
143
+ const selectedV3Pools = [
144
+ v3AgainstV2SelectedPools.forTokenIn,
145
+ v3AgainstV2SelectedPools.forTokenOut,
146
+ v3AgainstV4SelectedPools.forTokenIn,
147
+ v3AgainstV4SelectedPools.forTokenOut,
148
+ ].filter((pool) => pool !== undefined);
149
+ return {
150
+ v2Pools: selectedV2Pools,
151
+ v3Pools: selectedV3Pools,
152
+ v4Pools: [],
153
+ };
154
+ }
155
+ function findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, pools, candidatesInProtocolToSearch, candidatesInContextProtocol) {
156
+ var _a;
157
+ const selectedPools = {};
158
+ const previouslySelectedPools = new Set((_a = candidatesInProtocolToSearch === null || candidatesInProtocolToSearch === void 0 ? void 0 : candidatesInProtocolToSearch.subgraphPools.map((pool) => pool.id)) !== null && _a !== void 0 ? _a : []);
159
+ const topPoolByTvlWithTokenOut = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenOut[0];
160
+ const crossTokenAgainstTokenOut = (topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase()) === tokenOutAddress
161
+ ? topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token1.id.toLowerCase()
162
+ : topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase();
163
+ const topPoolByTvlWithTokenIn = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenIn[0];
164
+ const crossTokenAgainstTokenIn = (topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase()) === tokenInAddress
165
+ ? topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token1.id.toLowerCase()
166
+ : topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase();
167
+ for (const pool of pools) {
168
+ // If we already found both pools for tokenIn and tokenOut. break out of this for loop.
169
+ if (selectedPools.forTokenIn !== undefined &&
170
+ selectedPools.forTokenOut !== undefined) {
171
+ break;
172
+ }
173
+ // If the pool has already been selected. continue to the next pool.
174
+ if (previouslySelectedPools.has(pool.id.toLowerCase())) {
175
+ continue;
176
+ }
177
+ const poolToken0Address = pool.token0.id.toLowerCase();
178
+ const poolToken1Address = pool.token1.id.toLowerCase();
179
+ // If we haven't selected the pool for tokenIn, and we found a pool matching the tokenOut, and the intermediateToken, select this pool
180
+ if (selectedPools.forTokenIn === undefined &&
181
+ ((poolToken0Address === tokenOutAddress &&
182
+ poolToken1Address === crossTokenAgainstTokenIn) ||
183
+ (poolToken1Address === tokenOutAddress &&
184
+ poolToken0Address === crossTokenAgainstTokenIn))) {
185
+ selectedPools.forTokenIn = pool;
186
+ }
187
+ // If we haven't selected the pool for tokenOut, and we found a pool matching the tokenIn, and the intermediateToken, select this pool
188
+ if (selectedPools.forTokenOut === undefined &&
189
+ ((poolToken0Address === tokenInAddress &&
190
+ poolToken1Address === crossTokenAgainstTokenOut) ||
191
+ (poolToken1Address === tokenInAddress &&
192
+ poolToken0Address === crossTokenAgainstTokenOut))) {
193
+ selectedPools.forTokenOut = pool;
194
+ }
195
+ }
196
+ return selectedPools;
197
+ }
198
+ // TODO: ROUTE-241 - refactor getV3CandidatePools against getV4CandidatePools
199
+ export async function getV4CandidatePools({ currencyIn, currencyOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, v4PoolParams = getApplicableV4FeesTickspacingsHooks(chainId), }) {
200
+ var _a, _b, _c, _d, _e;
201
+ const { blockNumber, v4PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
202
+ const tokenInAddress = getAddressLowerCase(currencyIn);
203
+ const tokenOutAddress = getAddressLowerCase(currencyOut);
204
+ const beforeSubgraphPools = Date.now();
205
+ const allPools = await subgraphProvider.getPools(currencyIn, currencyOut, {
206
+ blockNumber,
207
+ });
208
+ log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V4 subgraph provider');
209
+ // Although this is less of an optimization than the V2 equivalent,
210
+ // save some time copying objects by mutating the underlying pool directly.
211
+ for (const pool of allPools) {
212
+ pool.token0.id = pool.token0.id.toLowerCase();
213
+ pool.token1.id = pool.token1.id.toLowerCase();
214
+ }
215
+ metric.putMetric('V4SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
216
+ const beforePoolsFiltered = Date.now();
217
+ // Only consider pools where neither tokens are in the blocked token list.
218
+ let filteredPools = allPools;
219
+ if (blockedTokenListProvider) {
220
+ filteredPools = [];
221
+ for (const pool of allPools) {
222
+ const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
223
+ const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
224
+ if (token0InBlocklist || token1InBlocklist) {
225
+ continue;
226
+ }
227
+ filteredPools.push(pool);
228
+ }
229
+ }
230
+ // Sort by tvlUSD in descending order
231
+ const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
232
+ log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
233
+ const poolAddressesSoFar = new Set();
234
+ const addToAddressSet = (pools) => {
235
+ _(pools)
236
+ .map((pool) => pool.id)
237
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
238
+ };
239
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
240
+ const topByBaseWithTokenIn = _(baseTokens)
241
+ .flatMap((token) => {
242
+ return _(subgraphPoolsSorted)
243
+ .filter((subgraphPool) => {
244
+ const tokenAddress = token.address.toLowerCase();
245
+ return ((subgraphPool.token0.id == tokenAddress &&
246
+ subgraphPool.token1.id == tokenInAddress) ||
247
+ (subgraphPool.token1.id == tokenAddress &&
248
+ subgraphPool.token0.id == tokenInAddress));
249
+ })
250
+ .filter((subgraphPool) => {
251
+ // in case of hooks only, it means we want to filter out hookless pools
252
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
253
+ return subgraphPool.hooks !== ADDRESS_ZERO;
254
+ }
255
+ // in case of no hooks, it means we want to filter out hook pools
256
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
257
+ return subgraphPool.hooks === ADDRESS_ZERO;
258
+ }
259
+ // otherwise it's the default case, so we just return true
260
+ return true;
261
+ })
262
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
263
+ .slice(0, topNWithEachBaseToken)
264
+ .value();
265
+ })
266
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
267
+ .slice(0, topNWithBaseToken)
268
+ .value();
269
+ const topByBaseWithTokenOut = _(baseTokens)
270
+ .flatMap((token) => {
271
+ return _(subgraphPoolsSorted)
272
+ .filter((subgraphPool) => {
273
+ const tokenAddress = token.address.toLowerCase();
274
+ return ((subgraphPool.token0.id == tokenAddress &&
275
+ subgraphPool.token1.id == tokenOutAddress) ||
276
+ (subgraphPool.token1.id == tokenAddress &&
277
+ subgraphPool.token0.id == tokenOutAddress));
278
+ })
279
+ .filter((subgraphPool) => {
280
+ // in case of hooks only, it means we want to filter out hookless pools
281
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
282
+ return subgraphPool.hooks !== ADDRESS_ZERO;
283
+ }
284
+ // in case of no hooks, it means we want to filter out hook pools
285
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
286
+ return subgraphPool.hooks === ADDRESS_ZERO;
287
+ }
288
+ // otherwise it's the default case, so we just return true
289
+ return true;
290
+ })
291
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
292
+ .slice(0, topNWithEachBaseToken)
293
+ .value();
294
+ })
295
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
296
+ .slice(0, topNWithBaseToken)
297
+ .value();
298
+ let top2DirectSwapPool = _(subgraphPoolsSorted)
299
+ .filter((subgraphPool) => {
300
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
301
+ ((subgraphPool.token0.id == tokenInAddress &&
302
+ subgraphPool.token1.id == tokenOutAddress) ||
303
+ (subgraphPool.token1.id == tokenInAddress &&
304
+ subgraphPool.token0.id == tokenOutAddress)));
305
+ })
306
+ .filter((subgraphPool) => {
307
+ // in case of hooks only, it means we want to filter out hookless pools
308
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
309
+ return subgraphPool.hooks !== ADDRESS_ZERO;
310
+ }
311
+ // in case of no hooks, it means we want to filter out hook pools
312
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
313
+ return subgraphPool.hooks === ADDRESS_ZERO;
314
+ }
315
+ // otherwise it's the default case, so we just return true
316
+ return true;
317
+ })
318
+ .slice(0, topNDirectSwaps)
319
+ .value();
320
+ if (top2DirectSwapPool.length == 0 &&
321
+ topNDirectSwaps > 0 &&
322
+ routingConfig.hooksOptions !== HooksOptions.HOOKS_ONLY) {
323
+ // If we requested direct swap pools but did not find any in the subgraph query.
324
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
325
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
326
+ // Also we need to avoid adding hookless pools into the query, when upstream requested hooksOnly
327
+ top2DirectSwapPool = _.map(v4PoolParams, (poolParams) => {
328
+ const [fee, tickSpacing, hooks] = poolParams;
329
+ const { currency0, currency1, poolId } = poolProvider.getPoolId(currencyIn, currencyOut, fee, tickSpacing, hooks);
330
+ return {
331
+ id: poolId,
332
+ feeTier: fee.toString(),
333
+ tickSpacing: tickSpacing.toString(),
334
+ hooks: hooks,
335
+ liquidity: '10000',
336
+ token0: {
337
+ symbol: currency0.symbol,
338
+ id: getAddress(currency0),
339
+ name: currency0.name,
340
+ decimals: currency0.decimals.toString(),
341
+ },
342
+ token1: {
343
+ symbol: currency1.symbol,
344
+ id: getAddress(currency1),
345
+ name: currency1.name,
346
+ decimals: currency1.decimals.toString(),
347
+ },
348
+ tvlETH: 10000,
349
+ tvlUSD: 10000,
350
+ };
351
+ });
352
+ }
353
+ addToAddressSet(top2DirectSwapPool);
354
+ const wrappedNativeAddress = (_b = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
355
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
356
+ // We don't check the seen address set because if we've already added pools for getting native quotes
357
+ // theres no need to add more.
358
+ let top2EthQuoteTokenPool = [];
359
+ if ((((_c = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
360
+ ((_d = WRAPPED_NATIVE_CURRENCY[ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
361
+ currencyOut.symbol != 'WETH' &&
362
+ currencyOut.symbol != 'WETH9' &&
363
+ currencyOut.symbol != 'ETH') ||
364
+ (((_e = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == WMATIC_POLYGON.symbol &&
365
+ currencyOut.symbol != 'MATIC' &&
366
+ currencyOut.symbol != 'WMATIC')) {
367
+ top2EthQuoteTokenPool = _(subgraphPoolsSorted)
368
+ .filter((subgraphPool) => {
369
+ if (routeType == TradeType.EXACT_INPUT) {
370
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
371
+ subgraphPool.token1.id == tokenOutAddress) ||
372
+ (subgraphPool.token1.id == wrappedNativeAddress &&
373
+ subgraphPool.token0.id == tokenOutAddress));
374
+ }
375
+ else {
376
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
377
+ subgraphPool.token1.id == tokenInAddress) ||
378
+ (subgraphPool.token1.id == wrappedNativeAddress &&
379
+ subgraphPool.token0.id == tokenInAddress));
380
+ }
381
+ })
382
+ .slice(0, 1)
383
+ .value();
384
+ }
385
+ addToAddressSet(top2EthQuoteTokenPool);
386
+ const topByTVL = _(subgraphPoolsSorted)
387
+ .filter((subgraphPool) => {
388
+ return !poolAddressesSoFar.has(subgraphPool.id);
389
+ })
390
+ .slice(0, topN)
391
+ .value();
392
+ addToAddressSet(topByTVL);
393
+ const topByTVLUsingTokenIn = _(subgraphPoolsSorted)
394
+ .filter((subgraphPool) => {
395
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
396
+ (subgraphPool.token0.id == tokenInAddress ||
397
+ subgraphPool.token1.id == tokenInAddress));
398
+ })
399
+ .filter((subgraphPool) => {
400
+ // in case of hooks only, it means we want to filter out hookless pools
401
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
402
+ return subgraphPool.hooks !== ADDRESS_ZERO;
403
+ }
404
+ // in case of no hooks, it means we want to filter out hook pools
405
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
406
+ return subgraphPool.hooks === ADDRESS_ZERO;
407
+ }
408
+ // otherwise it's the default case, so we just return true
409
+ return true;
410
+ })
411
+ .slice(0, topNTokenInOut)
412
+ .value();
413
+ addToAddressSet(topByTVLUsingTokenIn);
414
+ const topByTVLUsingTokenOut = _(subgraphPoolsSorted)
415
+ .filter((subgraphPool) => {
416
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
417
+ (subgraphPool.token0.id == tokenOutAddress ||
418
+ subgraphPool.token1.id == tokenOutAddress));
419
+ })
420
+ .filter((subgraphPool) => {
421
+ // in case of hooks only, it means we want to filter out hookless pools
422
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
423
+ return subgraphPool.hooks !== ADDRESS_ZERO;
424
+ }
425
+ // in case of no hooks, it means we want to filter out hook pools
426
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
427
+ return subgraphPool.hooks === ADDRESS_ZERO;
428
+ }
429
+ // otherwise it's the default case, so we just return true
430
+ return true;
431
+ })
432
+ .slice(0, topNTokenInOut)
433
+ .value();
434
+ addToAddressSet(topByTVLUsingTokenOut);
435
+ const topByTVLUsingTokenInSecondHops = _(topByTVLUsingTokenIn)
436
+ .map((subgraphPool) => {
437
+ return tokenInAddress == subgraphPool.token0.id
438
+ ? subgraphPool.token1.id
439
+ : subgraphPool.token0.id;
440
+ })
441
+ .flatMap((secondHopId) => {
442
+ var _a;
443
+ return _(subgraphPoolsSorted)
444
+ .filter((subgraphPool) => {
445
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
446
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
447
+ (subgraphPool.token0.id == secondHopId ||
448
+ subgraphPool.token1.id == secondHopId));
449
+ })
450
+ .filter((subgraphPool) => {
451
+ // in case of hooks only, it means we want to filter out hookless pools
452
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
453
+ return subgraphPool.hooks !== ADDRESS_ZERO;
454
+ }
455
+ // in case of no hooks, it means we want to filter out hook pools
456
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
457
+ return subgraphPool.hooks === ADDRESS_ZERO;
458
+ }
459
+ // otherwise it's the default case, so we just return true
460
+ return true;
461
+ })
462
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
463
+ .value();
464
+ })
465
+ .uniqBy((pool) => pool.id)
466
+ .value();
467
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
468
+ const topByTVLUsingTokenOutSecondHops = _(topByTVLUsingTokenOut)
469
+ .map((subgraphPool) => {
470
+ return tokenOutAddress == subgraphPool.token0.id
471
+ ? subgraphPool.token1.id
472
+ : subgraphPool.token0.id;
473
+ })
474
+ .flatMap((secondHopId) => {
475
+ var _a;
476
+ return _(subgraphPoolsSorted)
477
+ .filter((subgraphPool) => {
478
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
479
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
480
+ (subgraphPool.token0.id == secondHopId ||
481
+ subgraphPool.token1.id == secondHopId));
482
+ })
483
+ .filter((subgraphPool) => {
484
+ // in case of hooks only, it means we want to filter out hookless pools
485
+ if (routingConfig.hooksOptions === HooksOptions.HOOKS_ONLY) {
486
+ return subgraphPool.hooks !== ADDRESS_ZERO;
487
+ }
488
+ // in case of no hooks, it means we want to filter out hook pools
489
+ if (routingConfig.hooksOptions === HooksOptions.NO_HOOKS) {
490
+ return subgraphPool.hooks === ADDRESS_ZERO;
491
+ }
492
+ // otherwise it's the default case, so we just return true
493
+ return true;
494
+ })
495
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
496
+ .value();
497
+ })
498
+ .uniqBy((pool) => pool.id)
499
+ .value();
500
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
501
+ const subgraphPools = _([
502
+ ...topByBaseWithTokenIn,
503
+ ...topByBaseWithTokenOut,
504
+ ...top2DirectSwapPool,
505
+ ...top2EthQuoteTokenPool,
506
+ ...topByTVL,
507
+ ...topByTVLUsingTokenIn,
508
+ ...topByTVLUsingTokenOut,
509
+ ...topByTVLUsingTokenInSecondHops,
510
+ ...topByTVLUsingTokenOutSecondHops,
511
+ ])
512
+ .compact()
513
+ .uniqBy((pool) => pool.id)
514
+ .value();
515
+ const tokenAddresses = _(subgraphPools)
516
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
517
+ .compact()
518
+ .uniq()
519
+ .value();
520
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V4 pools we are considering`);
521
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
522
+ blockNumber,
523
+ });
524
+ const printV4SubgraphPool = (s) => {
525
+ var _a, _b, _c, _d;
526
+ return `${(_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}`;
527
+ };
528
+ log.info({
529
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV4SubgraphPool),
530
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV4SubgraphPool),
531
+ topByTVL: topByTVL.map(printV4SubgraphPool),
532
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV4SubgraphPool),
533
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV4SubgraphPool),
534
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV4SubgraphPool),
535
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV4SubgraphPool),
536
+ top2DirectSwap: top2DirectSwapPool.map(printV4SubgraphPool),
537
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV4SubgraphPool),
538
+ }, `V4 Candidate Pools`);
539
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
540
+ // native currency is not erc20 token, therefore there's no way to retrieve native currency metadata as the erc20 token.
541
+ const tokenA = isNativeCurrency(subgraphPool.token0.id)
542
+ ? nativeOnChain(chainId)
543
+ : tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
544
+ const tokenB = isNativeCurrency(subgraphPool.token1.id)
545
+ ? nativeOnChain(chainId)
546
+ : tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
547
+ let fee;
548
+ try {
549
+ fee = Number(subgraphPool.feeTier);
550
+ fee = isPoolFeeDynamic(tokenA, tokenB, subgraphPool)
551
+ ? DYNAMIC_FEE_FLAG
552
+ : fee;
553
+ }
554
+ catch (err) {
555
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
556
+ return undefined;
557
+ }
558
+ if (!tokenA || !tokenB) {
559
+ 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`);
560
+ return undefined;
561
+ }
562
+ return [
563
+ tokenA,
564
+ tokenB,
565
+ fee,
566
+ Number(subgraphPool.tickSpacing),
567
+ subgraphPool.hooks,
568
+ ];
569
+ });
570
+ const tokenPairs = _.compact(tokenPairsRaw);
571
+ metric.putMetric('V4PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
572
+ const beforePoolsLoad = Date.now();
573
+ const poolAccessor = await poolProvider.getPools(tokenPairs, {
574
+ blockNumber,
575
+ });
576
+ metric.putMetric('V4PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
577
+ const poolsBySelection = {
578
+ protocol: Protocol.V4,
579
+ selections: {
580
+ topByBaseWithTokenIn,
581
+ topByBaseWithTokenOut,
582
+ topByDirectSwapPool: top2DirectSwapPool,
583
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
584
+ topByTVL,
585
+ topByTVLUsingTokenIn,
586
+ topByTVLUsingTokenOut,
587
+ topByTVLUsingTokenInSecondHops,
588
+ topByTVLUsingTokenOutSecondHops,
589
+ },
590
+ };
591
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
592
+ }
593
+ export async function getV3CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
594
+ var _a, _b, _c, _d, _e;
595
+ const { blockNumber, v3PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
596
+ const tokenInAddress = tokenIn.address.toLowerCase();
597
+ const tokenOutAddress = tokenOut.address.toLowerCase();
598
+ const beforeSubgraphPools = Date.now();
599
+ const allPools = await subgraphProvider.getPools(tokenIn, tokenOut, {
600
+ blockNumber,
601
+ });
602
+ log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V3 subgraph provider');
603
+ // Although this is less of an optimization than the V2 equivalent,
604
+ // save some time copying objects by mutating the underlying pool directly.
605
+ for (const pool of allPools) {
606
+ pool.token0.id = pool.token0.id.toLowerCase();
607
+ pool.token1.id = pool.token1.id.toLowerCase();
608
+ }
609
+ metric.putMetric('V3SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
610
+ const beforePoolsFiltered = Date.now();
611
+ // Only consider pools where neither tokens are in the blocked token list.
612
+ let filteredPools = allPools;
613
+ if (blockedTokenListProvider) {
614
+ filteredPools = [];
615
+ for (const pool of allPools) {
616
+ const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
617
+ const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
618
+ if (token0InBlocklist || token1InBlocklist) {
619
+ continue;
620
+ }
621
+ filteredPools.push(pool);
622
+ }
623
+ }
624
+ // Sort by tvlUSD in descending order
625
+ const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
626
+ log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
627
+ const poolAddressesSoFar = new Set();
628
+ const addToAddressSet = (pools) => {
629
+ _(pools)
630
+ .map((pool) => pool.id)
631
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
632
+ };
633
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
634
+ const topByBaseWithTokenIn = _(baseTokens)
635
+ .flatMap((token) => {
636
+ return _(subgraphPoolsSorted)
637
+ .filter((subgraphPool) => {
638
+ const tokenAddress = token.address.toLowerCase();
639
+ return ((subgraphPool.token0.id == tokenAddress &&
640
+ subgraphPool.token1.id == tokenInAddress) ||
641
+ (subgraphPool.token1.id == tokenAddress &&
642
+ subgraphPool.token0.id == tokenInAddress));
643
+ })
644
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
645
+ .slice(0, topNWithEachBaseToken)
646
+ .value();
647
+ })
648
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
649
+ .slice(0, topNWithBaseToken)
650
+ .value();
651
+ const topByBaseWithTokenOut = _(baseTokens)
652
+ .flatMap((token) => {
653
+ return _(subgraphPoolsSorted)
654
+ .filter((subgraphPool) => {
655
+ const tokenAddress = token.address.toLowerCase();
656
+ return ((subgraphPool.token0.id == tokenAddress &&
657
+ subgraphPool.token1.id == tokenOutAddress) ||
658
+ (subgraphPool.token1.id == tokenAddress &&
659
+ subgraphPool.token0.id == tokenOutAddress));
660
+ })
661
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
662
+ .slice(0, topNWithEachBaseToken)
663
+ .value();
664
+ })
665
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
666
+ .slice(0, topNWithBaseToken)
667
+ .value();
668
+ let top2DirectSwapPool = _(subgraphPoolsSorted)
669
+ .filter((subgraphPool) => {
670
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
671
+ ((subgraphPool.token0.id == tokenInAddress &&
672
+ subgraphPool.token1.id == tokenOutAddress) ||
673
+ (subgraphPool.token1.id == tokenInAddress &&
674
+ subgraphPool.token0.id == tokenOutAddress)));
675
+ })
676
+ .slice(0, topNDirectSwaps)
677
+ .value();
678
+ if (top2DirectSwapPool.length == 0 && topNDirectSwaps > 0) {
679
+ // We don't want to re-add AMPL token pools for V3 in Mainnet.
680
+ // TODO: ROUTE-347, Remove this check once we have a better way to sync filters from subgraph cronjob <> routing path.
681
+ if (!(chainId == ChainId.MAINNET &&
682
+ (tokenIn.address.toLowerCase() ===
683
+ '0xd46ba6d942050d489dbd938a2c909a5d5039a161' ||
684
+ tokenOut.address.toLowerCase() ===
685
+ '0xd46ba6d942050d489dbd938a2c909a5d5039a161'))) {
686
+ // If we requested direct swap pools but did not find any in the subgraph query.
687
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
688
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
689
+ top2DirectSwapPool = _.map(getApplicableV3FeeAmounts(chainId), (feeAmount) => {
690
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut, feeAmount);
691
+ return {
692
+ id: poolAddress,
693
+ feeTier: unparseFeeAmount(feeAmount),
694
+ liquidity: '10000',
695
+ token0: {
696
+ id: token0.address,
697
+ },
698
+ token1: {
699
+ id: token1.address,
700
+ },
701
+ tvlETH: 10000,
702
+ tvlUSD: 10000,
703
+ };
704
+ });
705
+ top2DirectSwapPool = top2DirectSwapPool.filter((pool) => !excludedV3PoolIds.has(pool.id.toLowerCase()));
706
+ }
707
+ }
708
+ addToAddressSet(top2DirectSwapPool);
709
+ const wrappedNativeAddress = (_b = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
710
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
711
+ // We don't check the seen address set because if we've already added pools for getting native quotes
712
+ // theres no need to add more.
713
+ let top2EthQuoteTokenPool = [];
714
+ if ((((_c = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
715
+ ((_d = WRAPPED_NATIVE_CURRENCY[ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
716
+ tokenOut.symbol != 'WETH' &&
717
+ tokenOut.symbol != 'WETH9' &&
718
+ tokenOut.symbol != 'ETH') ||
719
+ (((_e = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == WMATIC_POLYGON.symbol &&
720
+ tokenOut.symbol != 'MATIC' &&
721
+ tokenOut.symbol != 'WMATIC')) {
722
+ top2EthQuoteTokenPool = _(subgraphPoolsSorted)
723
+ .filter((subgraphPool) => {
724
+ if (routeType == TradeType.EXACT_INPUT) {
725
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
726
+ subgraphPool.token1.id == tokenOutAddress) ||
727
+ (subgraphPool.token1.id == wrappedNativeAddress &&
728
+ subgraphPool.token0.id == tokenOutAddress));
729
+ }
730
+ else {
731
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
732
+ subgraphPool.token1.id == tokenInAddress) ||
733
+ (subgraphPool.token1.id == wrappedNativeAddress &&
734
+ subgraphPool.token0.id == tokenInAddress));
735
+ }
736
+ })
737
+ .slice(0, 1)
738
+ .value();
739
+ }
740
+ addToAddressSet(top2EthQuoteTokenPool);
741
+ const topByTVL = _(subgraphPoolsSorted)
742
+ .filter((subgraphPool) => {
743
+ return !poolAddressesSoFar.has(subgraphPool.id);
744
+ })
745
+ .slice(0, topN)
746
+ .value();
747
+ addToAddressSet(topByTVL);
748
+ const topByTVLUsingTokenIn = _(subgraphPoolsSorted)
749
+ .filter((subgraphPool) => {
750
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
751
+ (subgraphPool.token0.id == tokenInAddress ||
752
+ subgraphPool.token1.id == tokenInAddress));
753
+ })
754
+ .slice(0, topNTokenInOut)
755
+ .value();
756
+ addToAddressSet(topByTVLUsingTokenIn);
757
+ const topByTVLUsingTokenOut = _(subgraphPoolsSorted)
758
+ .filter((subgraphPool) => {
759
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
760
+ (subgraphPool.token0.id == tokenOutAddress ||
761
+ subgraphPool.token1.id == tokenOutAddress));
762
+ })
763
+ .slice(0, topNTokenInOut)
764
+ .value();
765
+ addToAddressSet(topByTVLUsingTokenOut);
766
+ const topByTVLUsingTokenInSecondHops = _(topByTVLUsingTokenIn)
767
+ .map((subgraphPool) => {
768
+ return tokenInAddress == subgraphPool.token0.id
769
+ ? subgraphPool.token1.id
770
+ : subgraphPool.token0.id;
771
+ })
772
+ .flatMap((secondHopId) => {
773
+ var _a;
774
+ return _(subgraphPoolsSorted)
775
+ .filter((subgraphPool) => {
776
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
777
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
778
+ (subgraphPool.token0.id == secondHopId ||
779
+ subgraphPool.token1.id == secondHopId));
780
+ })
781
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
782
+ .value();
783
+ })
784
+ .uniqBy((pool) => pool.id)
785
+ .value();
786
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
787
+ const topByTVLUsingTokenOutSecondHops = _(topByTVLUsingTokenOut)
788
+ .map((subgraphPool) => {
789
+ return tokenOutAddress == subgraphPool.token0.id
790
+ ? subgraphPool.token1.id
791
+ : subgraphPool.token0.id;
792
+ })
793
+ .flatMap((secondHopId) => {
794
+ var _a;
795
+ return _(subgraphPoolsSorted)
796
+ .filter((subgraphPool) => {
797
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
798
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
799
+ (subgraphPool.token0.id == secondHopId ||
800
+ subgraphPool.token1.id == secondHopId));
801
+ })
802
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
803
+ .value();
804
+ })
805
+ .uniqBy((pool) => pool.id)
806
+ .value();
807
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
808
+ const subgraphPools = _([
809
+ ...topByBaseWithTokenIn,
810
+ ...topByBaseWithTokenOut,
811
+ ...top2DirectSwapPool,
812
+ ...top2EthQuoteTokenPool,
813
+ ...topByTVL,
814
+ ...topByTVLUsingTokenIn,
815
+ ...topByTVLUsingTokenOut,
816
+ ...topByTVLUsingTokenInSecondHops,
817
+ ...topByTVLUsingTokenOutSecondHops,
818
+ ])
819
+ .compact()
820
+ .uniqBy((pool) => pool.id)
821
+ .value();
822
+ const tokenAddresses = _(subgraphPools)
823
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
824
+ .compact()
825
+ .uniq()
826
+ .value();
827
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V3 pools we are considering`);
828
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
829
+ blockNumber,
830
+ });
831
+ const printV3SubgraphPool = (s) => {
832
+ var _a, _b, _c, _d;
833
+ return `${(_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}`;
834
+ };
835
+ log.info({
836
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV3SubgraphPool),
837
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV3SubgraphPool),
838
+ topByTVL: topByTVL.map(printV3SubgraphPool),
839
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV3SubgraphPool),
840
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV3SubgraphPool),
841
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV3SubgraphPool),
842
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV3SubgraphPool),
843
+ top2DirectSwap: top2DirectSwapPool.map(printV3SubgraphPool),
844
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV3SubgraphPool),
845
+ }, `V3 Candidate Pools`);
846
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
847
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
848
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
849
+ let fee;
850
+ try {
851
+ fee = parseFeeAmount(subgraphPool.feeTier);
852
+ }
853
+ catch (err) {
854
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
855
+ return undefined;
856
+ }
857
+ if (!tokenA || !tokenB) {
858
+ 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`);
859
+ return undefined;
860
+ }
861
+ return [tokenA, tokenB, fee];
862
+ });
863
+ const tokenPairs = _.compact(tokenPairsRaw);
864
+ metric.putMetric('V3PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
865
+ const beforePoolsLoad = Date.now();
866
+ const poolAccessor = await poolProvider.getPools(tokenPairs, {
867
+ blockNumber,
868
+ });
869
+ metric.putMetric('V3PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
870
+ const poolsBySelection = {
871
+ protocol: Protocol.V3,
872
+ selections: {
873
+ topByBaseWithTokenIn,
874
+ topByBaseWithTokenOut,
875
+ topByDirectSwapPool: top2DirectSwapPool,
876
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
877
+ topByTVL,
878
+ topByTVLUsingTokenIn,
879
+ topByTVLUsingTokenOut,
880
+ topByTVLUsingTokenInSecondHops,
881
+ topByTVLUsingTokenOutSecondHops,
882
+ },
883
+ };
884
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
885
+ }
886
+ export async function getV2CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
887
+ var _a;
888
+ const { blockNumber, v2PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
889
+ const tokenInAddress = tokenIn.address.toLowerCase();
890
+ const tokenOutAddress = tokenOut.address.toLowerCase();
891
+ const beforeSubgraphPools = Date.now();
892
+ const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
893
+ blockNumber,
894
+ });
895
+ // With tens of thousands of V2 pools, operations that copy pools become costly.
896
+ // Mutate the pool directly rather than creating a new pool / token to optimmize for speed.
897
+ for (const pool of allPoolsRaw) {
898
+ pool.token0.id = pool.token0.id.toLowerCase();
899
+ pool.token1.id = pool.token1.id.toLowerCase();
900
+ }
901
+ metric.putMetric('V2SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
902
+ const beforePoolsFiltered = Date.now();
903
+ // Sort by pool reserve in descending order.
904
+ const subgraphPoolsSorted = allPoolsRaw.sort((a, b) => b.reserve - a.reserve);
905
+ const poolAddressesSoFar = new Set();
906
+ // Always add the direct swap pool into the mix regardless of if it exists in the subgraph pool list.
907
+ // Ensures that new pools can be swapped on immediately, and that if a pool was filtered out of the
908
+ // subgraph query for some reason (e.g. trackedReserveETH was 0), then we still consider it.
909
+ let topByDirectSwapPool = [];
910
+ if (topNDirectSwaps > 0) {
911
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut);
912
+ poolAddressesSoFar.add(poolAddress.toLowerCase());
913
+ topByDirectSwapPool = [
914
+ {
915
+ id: poolAddress,
916
+ token0: {
917
+ id: token0.address,
918
+ },
919
+ token1: {
920
+ id: token1.address,
921
+ },
922
+ supply: 10000,
923
+ reserve: 10000,
924
+ reserveUSD: 10000, // Not used. Set to arbitrary number.
925
+ },
926
+ ];
927
+ }
928
+ const wethAddress = WRAPPED_NATIVE_CURRENCY[chainId].address.toLowerCase();
929
+ const topByBaseWithTokenInMap = new Map();
930
+ const topByBaseWithTokenOutMap = new Map();
931
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
932
+ const baseTokensAddresses = new Set();
933
+ baseTokens.forEach((token) => {
934
+ const baseTokenAddr = token.address.toLowerCase();
935
+ baseTokensAddresses.add(baseTokenAddr);
936
+ topByBaseWithTokenInMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
937
+ topByBaseWithTokenOutMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
938
+ });
939
+ let topByBaseWithTokenInPoolsFound = 0;
940
+ let topByBaseWithTokenOutPoolsFound = 0;
941
+ // Main reason we need this is for gas estimates
942
+ // There can ever only be 1 Token/ETH pool, so we will only look for 1
943
+ let topNEthQuoteToken = 1;
944
+ // but, we only need it if token out is not ETH.
945
+ if (tokenOut.symbol == 'WETH' ||
946
+ tokenOut.symbol == 'WETH9' ||
947
+ tokenOut.symbol == 'ETH') {
948
+ // if it's eth we change the topN to 0, so we can break early from the loop.
949
+ topNEthQuoteToken = 0;
950
+ }
951
+ const topByEthQuoteTokenPool = [];
952
+ const topByTVLUsingTokenIn = [];
953
+ const topByTVLUsingTokenOut = [];
954
+ const topByTVL = [];
955
+ // Used to track how many iterations we do in the first loop
956
+ let loopsInFirstIteration = 0;
957
+ // Filtering step for up to first hop
958
+ // The pools are pre-sorted, so we can just iterate through them and fill our heuristics.
959
+ for (const subgraphPool of subgraphPoolsSorted) {
960
+ loopsInFirstIteration += 1;
961
+ // Check if we have satisfied all the heuristics, if so, we can stop.
962
+ if (topByBaseWithTokenInPoolsFound >= topNWithBaseToken &&
963
+ topByBaseWithTokenOutPoolsFound >= topNWithBaseToken &&
964
+ topByEthQuoteTokenPool.length >= topNEthQuoteToken &&
965
+ topByTVL.length >= topN &&
966
+ topByTVLUsingTokenIn.length >= topNTokenInOut &&
967
+ topByTVLUsingTokenOut.length >= topNTokenInOut) {
968
+ // We have satisfied all the heuristics, so we can stop.
969
+ break;
970
+ }
971
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
972
+ // We've already added this pool, so skip it.
973
+ continue;
974
+ }
975
+ // Only consider pools where neither tokens are in the blocked token list.
976
+ if (blockedTokenListProvider) {
977
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
978
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
979
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
980
+ ]);
981
+ if (token0InBlocklist || token1InBlocklist) {
982
+ continue;
983
+ }
984
+ }
985
+ const tokenInToken0TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token0.id);
986
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
987
+ tokenInToken0TopByBase &&
988
+ subgraphPool.token0.id != tokenOutAddress &&
989
+ subgraphPool.token1.id == tokenInAddress) {
990
+ topByBaseWithTokenInPoolsFound += 1;
991
+ poolAddressesSoFar.add(subgraphPool.id);
992
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
993
+ topByTVLUsingTokenIn.push(subgraphPool);
994
+ }
995
+ if (routeType === TradeType.EXACT_OUTPUT &&
996
+ subgraphPool.token0.id == wethAddress) {
997
+ topByEthQuoteTokenPool.push(subgraphPool);
998
+ }
999
+ tokenInToken0TopByBase.pools.push(subgraphPool);
1000
+ continue;
1001
+ }
1002
+ const tokenInToken1TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token1.id);
1003
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
1004
+ tokenInToken1TopByBase &&
1005
+ subgraphPool.token0.id == tokenInAddress &&
1006
+ subgraphPool.token1.id != tokenOutAddress) {
1007
+ topByBaseWithTokenInPoolsFound += 1;
1008
+ poolAddressesSoFar.add(subgraphPool.id);
1009
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
1010
+ topByTVLUsingTokenIn.push(subgraphPool);
1011
+ }
1012
+ if (routeType === TradeType.EXACT_OUTPUT &&
1013
+ subgraphPool.token1.id == wethAddress) {
1014
+ topByEthQuoteTokenPool.push(subgraphPool);
1015
+ }
1016
+ tokenInToken1TopByBase.pools.push(subgraphPool);
1017
+ continue;
1018
+ }
1019
+ const tokenOutToken0TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token0.id);
1020
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
1021
+ tokenOutToken0TopByBase &&
1022
+ subgraphPool.token0.id != tokenInAddress &&
1023
+ subgraphPool.token1.id == tokenOutAddress) {
1024
+ topByBaseWithTokenOutPoolsFound += 1;
1025
+ poolAddressesSoFar.add(subgraphPool.id);
1026
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
1027
+ topByTVLUsingTokenOut.push(subgraphPool);
1028
+ }
1029
+ if (routeType === TradeType.EXACT_INPUT &&
1030
+ subgraphPool.token0.id == wethAddress) {
1031
+ topByEthQuoteTokenPool.push(subgraphPool);
1032
+ }
1033
+ tokenOutToken0TopByBase.pools.push(subgraphPool);
1034
+ continue;
1035
+ }
1036
+ const tokenOutToken1TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token1.id);
1037
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
1038
+ tokenOutToken1TopByBase &&
1039
+ subgraphPool.token0.id == tokenOutAddress &&
1040
+ subgraphPool.token1.id != tokenInAddress) {
1041
+ topByBaseWithTokenOutPoolsFound += 1;
1042
+ poolAddressesSoFar.add(subgraphPool.id);
1043
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
1044
+ topByTVLUsingTokenOut.push(subgraphPool);
1045
+ }
1046
+ if (routeType === TradeType.EXACT_INPUT &&
1047
+ subgraphPool.token1.id == wethAddress) {
1048
+ topByEthQuoteTokenPool.push(subgraphPool);
1049
+ }
1050
+ tokenOutToken1TopByBase.pools.push(subgraphPool);
1051
+ continue;
1052
+ }
1053
+ // Note: we do not need to check other native currencies for the V2 Protocol
1054
+ if (topByEthQuoteTokenPool.length < topNEthQuoteToken &&
1055
+ ((routeType === TradeType.EXACT_INPUT &&
1056
+ ((subgraphPool.token0.id == wethAddress &&
1057
+ subgraphPool.token1.id == tokenOutAddress) ||
1058
+ (subgraphPool.token1.id == wethAddress &&
1059
+ subgraphPool.token0.id == tokenOutAddress))) ||
1060
+ (routeType === TradeType.EXACT_OUTPUT &&
1061
+ ((subgraphPool.token0.id == wethAddress &&
1062
+ subgraphPool.token1.id == tokenInAddress) ||
1063
+ (subgraphPool.token1.id == wethAddress &&
1064
+ subgraphPool.token0.id == tokenInAddress))))) {
1065
+ poolAddressesSoFar.add(subgraphPool.id);
1066
+ topByEthQuoteTokenPool.push(subgraphPool);
1067
+ continue;
1068
+ }
1069
+ if (topByTVL.length < topN) {
1070
+ poolAddressesSoFar.add(subgraphPool.id);
1071
+ topByTVL.push(subgraphPool);
1072
+ continue;
1073
+ }
1074
+ if (topByTVLUsingTokenIn.length < topNTokenInOut &&
1075
+ (subgraphPool.token0.id == tokenInAddress ||
1076
+ subgraphPool.token1.id == tokenInAddress)) {
1077
+ poolAddressesSoFar.add(subgraphPool.id);
1078
+ topByTVLUsingTokenIn.push(subgraphPool);
1079
+ continue;
1080
+ }
1081
+ if (topByTVLUsingTokenOut.length < topNTokenInOut &&
1082
+ (subgraphPool.token0.id == tokenOutAddress ||
1083
+ subgraphPool.token1.id == tokenOutAddress)) {
1084
+ poolAddressesSoFar.add(subgraphPool.id);
1085
+ topByTVLUsingTokenOut.push(subgraphPool);
1086
+ continue;
1087
+ }
1088
+ }
1089
+ metric.putMetric('V2SubgraphLoopsInFirstIteration', loopsInFirstIteration, MetricLoggerUnit.Count);
1090
+ const topByBaseWithTokenIn = [];
1091
+ for (const topByBaseWithTokenInSelection of topByBaseWithTokenInMap.values()) {
1092
+ topByBaseWithTokenIn.push(...topByBaseWithTokenInSelection.pools);
1093
+ }
1094
+ const topByBaseWithTokenOut = [];
1095
+ for (const topByBaseWithTokenOutSelection of topByBaseWithTokenOutMap.values()) {
1096
+ topByBaseWithTokenOut.push(...topByBaseWithTokenOutSelection.pools);
1097
+ }
1098
+ // Filtering step for second hops
1099
+ const topByTVLUsingTokenInSecondHopsMap = new Map();
1100
+ const topByTVLUsingTokenOutSecondHopsMap = new Map();
1101
+ const tokenInSecondHopAddresses = topByTVLUsingTokenIn
1102
+ .filter((pool) => {
1103
+ // filtering second hops
1104
+ if (tokenInAddress === pool.token0.id) {
1105
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
1106
+ }
1107
+ else {
1108
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
1109
+ }
1110
+ })
1111
+ .map((pool) => tokenInAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
1112
+ const tokenOutSecondHopAddresses = topByTVLUsingTokenOut
1113
+ .filter((pool) => {
1114
+ // filtering second hops
1115
+ if (tokenOutAddress === pool.token0.id) {
1116
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
1117
+ }
1118
+ else {
1119
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
1120
+ }
1121
+ })
1122
+ .map((pool) => tokenOutAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
1123
+ for (const secondHopId of tokenInSecondHopAddresses) {
1124
+ topByTVLUsingTokenInSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
1125
+ }
1126
+ for (const secondHopId of tokenOutSecondHopAddresses) {
1127
+ topByTVLUsingTokenOutSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
1128
+ }
1129
+ // Used to track how many iterations we do in the second loop
1130
+ let loopsInSecondIteration = 0;
1131
+ if (tokenInSecondHopAddresses.length > 0 ||
1132
+ tokenOutSecondHopAddresses.length > 0) {
1133
+ for (const subgraphPool of subgraphPoolsSorted) {
1134
+ loopsInSecondIteration += 1;
1135
+ let allTokenInSecondHopsHaveTheirTopN = true;
1136
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
1137
+ if (!secondHopPools.hasEnoughPools()) {
1138
+ allTokenInSecondHopsHaveTheirTopN = false;
1139
+ break;
1140
+ }
1141
+ }
1142
+ let allTokenOutSecondHopsHaveTheirTopN = true;
1143
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
1144
+ if (!secondHopPools.hasEnoughPools()) {
1145
+ allTokenOutSecondHopsHaveTheirTopN = false;
1146
+ break;
1147
+ }
1148
+ }
1149
+ if (allTokenInSecondHopsHaveTheirTopN &&
1150
+ allTokenOutSecondHopsHaveTheirTopN) {
1151
+ // We have satisfied all the heuristics, so we can stop.
1152
+ break;
1153
+ }
1154
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
1155
+ continue;
1156
+ }
1157
+ // Only consider pools where neither tokens are in the blocked token list.
1158
+ if (blockedTokenListProvider) {
1159
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
1160
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
1161
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
1162
+ ]);
1163
+ if (token0InBlocklist || token1InBlocklist) {
1164
+ continue;
1165
+ }
1166
+ }
1167
+ const tokenInToken0SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token0.id);
1168
+ if (tokenInToken0SecondHop && !tokenInToken0SecondHop.hasEnoughPools()) {
1169
+ poolAddressesSoFar.add(subgraphPool.id);
1170
+ tokenInToken0SecondHop.pools.push(subgraphPool);
1171
+ continue;
1172
+ }
1173
+ const tokenInToken1SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token1.id);
1174
+ if (tokenInToken1SecondHop && !tokenInToken1SecondHop.hasEnoughPools()) {
1175
+ poolAddressesSoFar.add(subgraphPool.id);
1176
+ tokenInToken1SecondHop.pools.push(subgraphPool);
1177
+ continue;
1178
+ }
1179
+ const tokenOutToken0SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token0.id);
1180
+ if (tokenOutToken0SecondHop &&
1181
+ !tokenOutToken0SecondHop.hasEnoughPools()) {
1182
+ poolAddressesSoFar.add(subgraphPool.id);
1183
+ tokenOutToken0SecondHop.pools.push(subgraphPool);
1184
+ continue;
1185
+ }
1186
+ const tokenOutToken1SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token1.id);
1187
+ if (tokenOutToken1SecondHop &&
1188
+ !tokenOutToken1SecondHop.hasEnoughPools()) {
1189
+ poolAddressesSoFar.add(subgraphPool.id);
1190
+ tokenOutToken1SecondHop.pools.push(subgraphPool);
1191
+ continue;
1192
+ }
1193
+ }
1194
+ }
1195
+ metric.putMetric('V2SubgraphLoopsInSecondIteration', loopsInSecondIteration, MetricLoggerUnit.Count);
1196
+ const topByTVLUsingTokenInSecondHops = [];
1197
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
1198
+ topByTVLUsingTokenInSecondHops.push(...secondHopPools.pools);
1199
+ }
1200
+ const topByTVLUsingTokenOutSecondHops = [];
1201
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
1202
+ topByTVLUsingTokenOutSecondHops.push(...secondHopPools.pools);
1203
+ }
1204
+ const subgraphPools = _([
1205
+ ...topByBaseWithTokenIn,
1206
+ ...topByBaseWithTokenOut,
1207
+ ...topByDirectSwapPool,
1208
+ ...topByEthQuoteTokenPool,
1209
+ ...topByTVL,
1210
+ ...topByTVLUsingTokenIn,
1211
+ ...topByTVLUsingTokenOut,
1212
+ ...topByTVLUsingTokenInSecondHops,
1213
+ ...topByTVLUsingTokenOutSecondHops,
1214
+ ])
1215
+ .uniqBy((pool) => pool.id)
1216
+ .value();
1217
+ const tokenAddressesSet = new Set();
1218
+ for (const pool of subgraphPools) {
1219
+ tokenAddressesSet.add(pool.token0.id);
1220
+ tokenAddressesSet.add(pool.token1.id);
1221
+ }
1222
+ const tokenAddresses = Array.from(tokenAddressesSet);
1223
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V2 pools we are considering`);
1224
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
1225
+ blockNumber,
1226
+ });
1227
+ const printV2SubgraphPool = (s) => {
1228
+ var _a, _b, _c, _d;
1229
+ return `${(_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}`;
1230
+ };
1231
+ log.info({
1232
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV2SubgraphPool),
1233
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV2SubgraphPool),
1234
+ topByTVL: topByTVL.map(printV2SubgraphPool),
1235
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV2SubgraphPool),
1236
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV2SubgraphPool),
1237
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV2SubgraphPool),
1238
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV2SubgraphPool),
1239
+ top2DirectSwap: topByDirectSwapPool.map(printV2SubgraphPool),
1240
+ top2EthQuotePool: topByEthQuoteTokenPool.map(printV2SubgraphPool),
1241
+ }, `V2 Candidate pools`);
1242
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
1243
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1244
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1245
+ if (!tokenA || !tokenB) {
1246
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
1247
+ return undefined;
1248
+ }
1249
+ return [tokenA, tokenB];
1250
+ });
1251
+ const tokenPairs = _.compact(tokenPairsRaw);
1252
+ metric.putMetric('V2PoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
1253
+ const beforePoolsLoad = Date.now();
1254
+ // this should be the only place to enable fee-on-transfer fee fetching,
1255
+ // because this places loads pools (pairs of tokens with fot taxes) from the subgraph
1256
+ const poolAccessor = await poolProvider.getPools(tokenPairs, routingConfig);
1257
+ metric.putMetric('V2PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
1258
+ const poolsBySelection = {
1259
+ protocol: Protocol.V2,
1260
+ selections: {
1261
+ topByBaseWithTokenIn,
1262
+ topByBaseWithTokenOut,
1263
+ topByDirectSwapPool,
1264
+ topByEthQuoteTokenPool,
1265
+ topByTVL,
1266
+ topByTVLUsingTokenIn,
1267
+ topByTVLUsingTokenOut,
1268
+ topByTVLUsingTokenInSecondHops,
1269
+ topByTVLUsingTokenOutSecondHops,
1270
+ },
1271
+ };
1272
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
1273
+ }
1274
+ export async function getMixedRouteCandidatePools({ v4CandidatePools, v3CandidatePools, v2CandidatePools, crossLiquidityPools, routingConfig, tokenProvider, v4PoolProvider, v3poolProvider, v2poolProvider, chainId, }) {
1275
+ const beforeSubgraphPools = Date.now();
1276
+ const [v4Results, v3Results, v2Results] = [
1277
+ v4CandidatePools,
1278
+ v3CandidatePools,
1279
+ v2CandidatePools,
1280
+ ];
1281
+ // Create empty defaults for undefined results
1282
+ const { subgraphPools: V4subgraphPools = [], candidatePools: V4candidatePools = {
1283
+ protocol: Protocol.V4,
1284
+ selections: {
1285
+ topByBaseWithTokenIn: [],
1286
+ topByBaseWithTokenOut: [],
1287
+ topByDirectSwapPool: [],
1288
+ topByEthQuoteTokenPool: [],
1289
+ topByTVL: [],
1290
+ topByTVLUsingTokenIn: [],
1291
+ topByTVLUsingTokenOut: [],
1292
+ topByTVLUsingTokenInSecondHops: [],
1293
+ topByTVLUsingTokenOutSecondHops: [],
1294
+ },
1295
+ }, } = v4Results || {};
1296
+ const { subgraphPools: V3subgraphPools = [], candidatePools: V3candidatePools = {
1297
+ protocol: Protocol.V3,
1298
+ selections: {
1299
+ topByBaseWithTokenIn: [],
1300
+ topByBaseWithTokenOut: [],
1301
+ topByDirectSwapPool: [],
1302
+ topByEthQuoteTokenPool: [],
1303
+ topByTVL: [],
1304
+ topByTVLUsingTokenIn: [],
1305
+ topByTVLUsingTokenOut: [],
1306
+ topByTVLUsingTokenInSecondHops: [],
1307
+ topByTVLUsingTokenOutSecondHops: [],
1308
+ },
1309
+ }, } = v3Results || {};
1310
+ const { subgraphPools: V2subgraphPools = [], candidatePools: V2candidatePools = {
1311
+ protocol: Protocol.V2,
1312
+ selections: {
1313
+ topByBaseWithTokenIn: [],
1314
+ topByBaseWithTokenOut: [],
1315
+ topByDirectSwapPool: [],
1316
+ topByEthQuoteTokenPool: [],
1317
+ topByTVL: [],
1318
+ topByTVLUsingTokenIn: [],
1319
+ topByTVLUsingTokenOut: [],
1320
+ topByTVLUsingTokenInSecondHops: [],
1321
+ topByTVLUsingTokenOutSecondHops: [],
1322
+ },
1323
+ }, } = v2Results || {};
1324
+ // Injects the liquidity pools found by the getMixedCrossLiquidityCandidatePools function
1325
+ V2subgraphPools.push(...crossLiquidityPools.v2Pools);
1326
+ V3subgraphPools.push(...crossLiquidityPools.v3Pools);
1327
+ V4subgraphPools.push(...crossLiquidityPools.v4Pools);
1328
+ metric.putMetric('MixedSubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
1329
+ const beforePoolsFiltered = Date.now();
1330
+ /**
1331
+ * Main heuristic for pruning mixedRoutes:
1332
+ * - we pick V2 pools with higher liq than respective V3 pools, or if the v3 pool doesn't exist
1333
+ *
1334
+ * This way we can reduce calls to our provider since it's possible to generate a lot of mixed routes
1335
+ */
1336
+ /// We only really care about pools involving the tokenIn or tokenOut explictly,
1337
+ /// since there's no way a long tail token in V2 would be routed through as an intermediary
1338
+ const V2topByTVLPoolIds = new Set([
1339
+ ...V2candidatePools.selections.topByTVLUsingTokenIn,
1340
+ ...V2candidatePools.selections.topByBaseWithTokenIn,
1341
+ /// tokenOut:
1342
+ ...V2candidatePools.selections.topByTVLUsingTokenOut,
1343
+ ...V2candidatePools.selections.topByBaseWithTokenOut,
1344
+ /// Direct swap:
1345
+ ...V2candidatePools.selections.topByDirectSwapPool,
1346
+ // Cross Liquidity (has to be added to be considered):
1347
+ ...crossLiquidityPools.v2Pools,
1348
+ ].map((poolId) => poolId.id));
1349
+ const V2topByTVLSortedPools = _(V2subgraphPools)
1350
+ .filter((pool) => V2topByTVLPoolIds.has(pool.id))
1351
+ .sortBy((pool) => -pool.reserveUSD)
1352
+ .value();
1353
+ /// we consider all returned V3 pools for this heuristic to "fill in the gaps"
1354
+ const V3sortedPools = _(V3subgraphPools)
1355
+ .sortBy((pool) => -pool.tvlUSD)
1356
+ .value();
1357
+ const V4sortedPools = _(V4subgraphPools)
1358
+ .sortBy((pool) => -pool.tvlUSD)
1359
+ .value();
1360
+ /// Finding pools with greater reserveUSD on v2 than tvlUSD on v3, or if there is no v3 liquidity
1361
+ const buildV2Pools = [];
1362
+ V2topByTVLSortedPools.forEach((V2subgraphPool) => {
1363
+ const V3subgraphPool = V3sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
1364
+ pool.token1.id == V2subgraphPool.token1.id) ||
1365
+ (pool.token0.id == V2subgraphPool.token1.id &&
1366
+ pool.token1.id == V2subgraphPool.token0.id));
1367
+ if (V3subgraphPool) {
1368
+ if (V2subgraphPool.reserveUSD > V3subgraphPool.tvlUSD) {
1369
+ log.info({
1370
+ token0: V2subgraphPool.token0.id,
1371
+ token1: V2subgraphPool.token1.id,
1372
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1373
+ v3tvlUSD: V3subgraphPool.tvlUSD,
1374
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V3 counterpart`);
1375
+ buildV2Pools.push(V2subgraphPool);
1376
+ }
1377
+ }
1378
+ else {
1379
+ log.info({
1380
+ token0: V2subgraphPool.token0.id,
1381
+ token1: V2subgraphPool.token1.id,
1382
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1383
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
1384
+ buildV2Pools.push(V2subgraphPool);
1385
+ }
1386
+ const V4subgraphPool = V4sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
1387
+ pool.token1.id == V2subgraphPool.token1.id) ||
1388
+ (pool.token0.id == V2subgraphPool.token1.id &&
1389
+ pool.token1.id == V2subgraphPool.token0.id));
1390
+ if (V4subgraphPool) {
1391
+ if (V2subgraphPool.reserveUSD > V4subgraphPool.tvlUSD) {
1392
+ log.info({
1393
+ token0: V2subgraphPool.token0.id,
1394
+ token1: V2subgraphPool.token1.id,
1395
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1396
+ v4tvlUSD: V4subgraphPool.tvlUSD,
1397
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V4 counterpart`);
1398
+ buildV2Pools.push(V2subgraphPool);
1399
+ }
1400
+ }
1401
+ else {
1402
+ log.info({
1403
+ token0: V2subgraphPool.token0.id,
1404
+ token1: V2subgraphPool.token1.id,
1405
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1406
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
1407
+ buildV2Pools.push(V2subgraphPool);
1408
+ }
1409
+ });
1410
+ log.info(buildV2Pools.length, `Number of V2 candidate pools that fit first heuristic`);
1411
+ const subgraphPools = [...buildV2Pools, ...V3sortedPools, ...V4sortedPools];
1412
+ const tokenAddresses = _(subgraphPools)
1413
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
1414
+ .compact()
1415
+ .uniq()
1416
+ .value();
1417
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} pools we are considering`);
1418
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, routingConfig);
1419
+ const V4tokenPairsRaw = _.map(V4sortedPools, (subgraphPool) => {
1420
+ // native currency is not erc20 token, therefore there's no way to retrieve native currency metadata as the erc20 token.
1421
+ const tokenA = isNativeCurrency(subgraphPool.token0.id)
1422
+ ? nativeOnChain(chainId)
1423
+ : tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1424
+ const tokenB = isNativeCurrency(subgraphPool.token1.id)
1425
+ ? nativeOnChain(chainId)
1426
+ : tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1427
+ let fee;
1428
+ try {
1429
+ fee = Number(subgraphPool.feeTier);
1430
+ }
1431
+ catch (err) {
1432
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier}/${subgraphPool.tickSpacing}/${subgraphPool.hooks} because fee tier not supported`);
1433
+ return undefined;
1434
+ }
1435
+ if (!tokenA || !tokenB) {
1436
+ 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`);
1437
+ return undefined;
1438
+ }
1439
+ return [
1440
+ tokenA,
1441
+ tokenB,
1442
+ fee,
1443
+ Number(subgraphPool.tickSpacing),
1444
+ subgraphPool.hooks,
1445
+ ];
1446
+ });
1447
+ const V4tokenPairs = _.compact(V4tokenPairsRaw);
1448
+ const V3tokenPairsRaw = _.map(V3sortedPools, (subgraphPool) => {
1449
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1450
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1451
+ let fee;
1452
+ try {
1453
+ fee = parseFeeAmount(subgraphPool.feeTier);
1454
+ }
1455
+ catch (err) {
1456
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
1457
+ return undefined;
1458
+ }
1459
+ if (!tokenA || !tokenB) {
1460
+ 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`);
1461
+ return undefined;
1462
+ }
1463
+ return [tokenA, tokenB, fee];
1464
+ });
1465
+ const V3tokenPairs = _.compact(V3tokenPairsRaw);
1466
+ const V2tokenPairsRaw = _.map(buildV2Pools, (subgraphPool) => {
1467
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1468
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1469
+ if (!tokenA || !tokenB) {
1470
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
1471
+ return undefined;
1472
+ }
1473
+ return [tokenA, tokenB];
1474
+ });
1475
+ const V2tokenPairs = _.compact(V2tokenPairsRaw);
1476
+ metric.putMetric('MixedPoolsFilterLoad', Date.now() - beforePoolsFiltered, MetricLoggerUnit.Milliseconds);
1477
+ const beforePoolsLoad = Date.now();
1478
+ const [V2poolAccessor, V3poolAccessor, V4poolAccessor] = await Promise.all([
1479
+ v2poolProvider.getPools(V2tokenPairs, routingConfig),
1480
+ v3poolProvider.getPools(V3tokenPairs, routingConfig),
1481
+ v4PoolProvider.getPools(V4tokenPairs, routingConfig),
1482
+ ]);
1483
+ metric.putMetric('MixedPoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
1484
+ /// @dev a bit tricky here since the original V2CandidateSelections object included pools that we may have dropped
1485
+ /// as part of the heuristic. We need to reconstruct a new object with the v3 pools too.
1486
+ const buildPoolsBySelection = (key) => {
1487
+ return [
1488
+ ...buildV2Pools.filter((pool) => V2candidatePools.selections[key].map((p) => p.id).includes(pool.id)),
1489
+ ...V3candidatePools.selections[key],
1490
+ ...V4candidatePools.selections[key],
1491
+ ];
1492
+ };
1493
+ const poolsBySelection = {
1494
+ protocol: Protocol.MIXED,
1495
+ selections: {
1496
+ topByBaseWithTokenIn: buildPoolsBySelection('topByBaseWithTokenIn'),
1497
+ topByBaseWithTokenOut: buildPoolsBySelection('topByBaseWithTokenOut'),
1498
+ topByDirectSwapPool: buildPoolsBySelection('topByDirectSwapPool'),
1499
+ topByEthQuoteTokenPool: buildPoolsBySelection('topByEthQuoteTokenPool'),
1500
+ topByTVL: buildPoolsBySelection('topByTVL'),
1501
+ topByTVLUsingTokenIn: buildPoolsBySelection('topByTVLUsingTokenIn'),
1502
+ topByTVLUsingTokenOut: buildPoolsBySelection('topByTVLUsingTokenOut'),
1503
+ topByTVLUsingTokenInSecondHops: buildPoolsBySelection('topByTVLUsingTokenInSecondHops'),
1504
+ topByTVLUsingTokenOutSecondHops: buildPoolsBySelection('topByTVLUsingTokenOutSecondHops'),
1505
+ },
1506
+ };
1507
+ return {
1508
+ V2poolAccessor,
1509
+ V3poolAccessor,
1510
+ V4poolAccessor,
1511
+ candidatePools: poolsBySelection,
1512
+ subgraphPools,
1513
+ };
1514
+ }
1515
+ //# 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