@kumbaya_xyz/smart-order-router 4.22.38

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Files changed (522) hide show
  1. package/CHANGELOG.md +255 -0
  2. package/LICENSE +674 -0
  3. package/README.md +315 -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 +170 -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 +458 -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 +141 -0
  73. package/build/main/providers/token-provider.js +394 -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 +171 -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 +46 -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 +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 +1678 -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 +1527 -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 +200 -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 +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/factories/Erc20__factory.d.ts +45 -0
  192. package/build/main/types/other/factories/Erc20__factory.js +240 -0
  193. package/build/main/types/other/factories/GasDataArbitrum__factory.d.ts +18 -0
  194. package/build/main/types/other/factories/GasDataArbitrum__factory.js +58 -0
  195. package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.d.ts +41 -0
  196. package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.js +156 -0
  197. package/build/main/types/other/factories/ITokenValidator__factory.d.ts +22 -0
  198. package/build/main/types/other/factories/ITokenValidator__factory.js +78 -0
  199. package/build/main/types/other/factories/MixedRouteQuoterV2__factory.d.ts +86 -0
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  203. package/build/main/types/other/factories/StateView__factory.d.ts +32 -0
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  205. package/build/main/types/other/factories/SwapRouter02__factory.d.ts +67 -0
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  207. package/build/main/types/other/factories/TokenFeeDetector__factory.d.ts +47 -0
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  209. package/build/main/types/other/factories/V4Quoter__factory.d.ts +37 -0
  210. package/build/main/types/other/factories/V4Quoter__factory.js +312 -0
  211. package/build/main/types/v2/factories/IUniswapV2Pair__factory.d.ts +35 -0
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  213. package/build/main/types/v3/factories/IERC20Metadata__factory.d.ts +35 -0
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  217. package/build/main/types/v3/factories/IUniswapV3PoolState__factory.d.ts +22 -0
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  219. package/build/main/types/v3/factories/UniswapInterfaceMulticall__factory.d.ts +61 -0
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  247. package/build/main/util/mixedRouteFilterOutV4Pools.d.ts +3 -0
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  249. package/build/main/util/onchainQuoteProviderConfigs.d.ts +42 -0
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  251. package/build/main/util/pool.d.ts +5 -0
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  259. package/build/main/util/tenderlySimulationErrorBreakDown.d.ts +3 -0
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  261. package/build/main/util/unsupported-tokens.d.ts +37 -0
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  263. package/build/module/index.d.ts +3 -0
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  265. package/build/module/providers/cache-node.d.ts +10 -0
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@@ -0,0 +1,1527 @@
1
+ "use strict";
2
+ var __importDefault = (this && this.__importDefault) || function (mod) {
3
+ return (mod && mod.__esModule) ? mod : { "default": mod };
4
+ };
5
+ Object.defineProperty(exports, "__esModule", { value: true });
6
+ exports.getMixedRouteCandidatePools = exports.getV2CandidatePools = exports.getV3CandidatePools = exports.getV4CandidatePools = exports.getMixedCrossLiquidityCandidatePools = void 0;
7
+ const router_sdk_1 = require("@uniswap/router-sdk");
8
+ const sdk_core_1 = require("@uniswap/sdk-core");
9
+ const universal_router_sdk_1 = require("@uniswap/universal-router-sdk");
10
+ const v4_sdk_1 = require("@uniswap/v4-sdk");
11
+ const lodash_1 = __importDefault(require("lodash"));
12
+ const providers_1 = require("../../../providers");
13
+ const token_provider_1 = require("../../../providers/token-provider");
14
+ const util_1 = require("../../../util");
15
+ const amounts_1 = require("../../../util/amounts");
16
+ const log_1 = require("../../../util/log");
17
+ const metric_1 = require("../../../util/metric");
18
+ const baseTokensByChain = {
19
+ [sdk_core_1.ChainId.MAINNET]: [
20
+ token_provider_1.USDC_MAINNET,
21
+ token_provider_1.USDT_MAINNET,
22
+ token_provider_1.WBTC_MAINNET,
23
+ token_provider_1.DAI_MAINNET,
24
+ util_1.WRAPPED_NATIVE_CURRENCY[1],
25
+ token_provider_1.FEI_MAINNET,
26
+ token_provider_1.WSTETH_MAINNET,
27
+ ],
28
+ [sdk_core_1.ChainId.OPTIMISM]: [
29
+ token_provider_1.DAI_OPTIMISM,
30
+ token_provider_1.USDC_OPTIMISM,
31
+ token_provider_1.USDT_OPTIMISM,
32
+ token_provider_1.WBTC_OPTIMISM,
33
+ ],
34
+ [sdk_core_1.ChainId.SEPOLIA]: [token_provider_1.DAI_SEPOLIA, token_provider_1.USDC_SEPOLIA],
35
+ [sdk_core_1.ChainId.OPTIMISM_GOERLI]: [
36
+ token_provider_1.DAI_OPTIMISM_GOERLI,
37
+ token_provider_1.USDC_OPTIMISM_GOERLI,
38
+ token_provider_1.USDT_OPTIMISM_GOERLI,
39
+ token_provider_1.WBTC_OPTIMISM_GOERLI,
40
+ ],
41
+ [sdk_core_1.ChainId.OPTIMISM_SEPOLIA]: [
42
+ providers_1.DAI_OPTIMISM_SEPOLIA,
43
+ providers_1.USDC_OPTIMISM_SEPOLIA,
44
+ providers_1.USDT_OPTIMISM_SEPOLIA,
45
+ providers_1.WBTC_OPTIMISM_SEPOLIA,
46
+ ],
47
+ [sdk_core_1.ChainId.ARBITRUM_ONE]: [
48
+ token_provider_1.DAI_ARBITRUM,
49
+ token_provider_1.USDC_ARBITRUM,
50
+ token_provider_1.WBTC_ARBITRUM,
51
+ token_provider_1.USDT_ARBITRUM,
52
+ ],
53
+ [sdk_core_1.ChainId.ARBITRUM_GOERLI]: [token_provider_1.USDC_ARBITRUM_GOERLI],
54
+ [sdk_core_1.ChainId.ARBITRUM_SEPOLIA]: [providers_1.USDC_ARBITRUM_SEPOLIA],
55
+ [sdk_core_1.ChainId.POLYGON]: [token_provider_1.USDC_POLYGON, token_provider_1.WMATIC_POLYGON],
56
+ [sdk_core_1.ChainId.POLYGON_MUMBAI]: [token_provider_1.DAI_POLYGON_MUMBAI, token_provider_1.WMATIC_POLYGON_MUMBAI],
57
+ [sdk_core_1.ChainId.CELO]: [token_provider_1.CUSD_CELO, token_provider_1.CEUR_CELO, token_provider_1.CELO],
58
+ [sdk_core_1.ChainId.CELO_ALFAJORES]: [
59
+ token_provider_1.CUSD_CELO_ALFAJORES,
60
+ token_provider_1.CEUR_CELO_ALFAJORES,
61
+ token_provider_1.CELO_ALFAJORES,
62
+ ],
63
+ [sdk_core_1.ChainId.GNOSIS]: [token_provider_1.WBTC_GNOSIS, token_provider_1.WXDAI_GNOSIS, token_provider_1.USDC_ETHEREUM_GNOSIS],
64
+ [sdk_core_1.ChainId.MOONBEAM]: [
65
+ token_provider_1.DAI_MOONBEAM,
66
+ token_provider_1.USDC_MOONBEAM,
67
+ token_provider_1.WBTC_MOONBEAM,
68
+ token_provider_1.WGLMR_MOONBEAM,
69
+ ],
70
+ [sdk_core_1.ChainId.BNB]: [token_provider_1.DAI_BNB, token_provider_1.USDC_BNB, token_provider_1.USDT_BNB],
71
+ [sdk_core_1.ChainId.AVALANCHE]: [token_provider_1.DAI_AVAX, token_provider_1.USDC_AVAX],
72
+ [sdk_core_1.ChainId.BASE]: [token_provider_1.USDC_BASE],
73
+ [sdk_core_1.ChainId.BLAST]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.BLAST], token_provider_1.USDB_BLAST],
74
+ [sdk_core_1.ChainId.ZORA]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.ZORA]],
75
+ [sdk_core_1.ChainId.ZKSYNC]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.ZKSYNC]],
76
+ [sdk_core_1.ChainId.WORLDCHAIN]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.WORLDCHAIN]],
77
+ [sdk_core_1.ChainId.UNICHAIN_SEPOLIA]: [
78
+ util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.UNICHAIN_SEPOLIA],
79
+ ],
80
+ [sdk_core_1.ChainId.MONAD_TESTNET]: [
81
+ util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.MONAD_TESTNET],
82
+ token_provider_1.USDT_MONAD_TESTNET,
83
+ ],
84
+ [sdk_core_1.ChainId.MONAD]: [util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.MONAD], token_provider_1.USDC_MONAD],
85
+ [sdk_core_1.ChainId.BASE_SEPOLIA]: [
86
+ util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.BASE_SEPOLIA],
87
+ token_provider_1.USDC_BASE_SEPOLIA,
88
+ ],
89
+ [sdk_core_1.ChainId.UNICHAIN]: [
90
+ util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.UNICHAIN],
91
+ token_provider_1.DAI_UNICHAIN,
92
+ token_provider_1.USDC_UNICHAIN,
93
+ ],
94
+ [sdk_core_1.ChainId.SONEIUM]: [token_provider_1.USDC_SONEIUM, util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.SONEIUM]],
95
+ };
96
+ const excludedV3PoolIds = new Set([
97
+ // https://linear.app/uniswap/issue/CX-1005
98
+ '0x0f681f10ab1aa1cde04232a199fe3c6f2652a80c'.toLowerCase(),
99
+ ]);
100
+ class SubcategorySelectionPools {
101
+ constructor(pools, poolsNeeded) {
102
+ this.pools = pools;
103
+ this.poolsNeeded = poolsNeeded;
104
+ }
105
+ hasEnoughPools() {
106
+ return this.pools.length >= this.poolsNeeded;
107
+ }
108
+ }
109
+ /**
110
+ * Function that finds any missing pools that were not selected by the heuristic but that would
111
+ * create a route with the topPool by TVL with either tokenIn or tokenOut across protocols.
112
+ *
113
+ * e.g. In V2CandidatePools we found that wstETH/DOG is the most liquid pool,
114
+ * then in V3CandidatePools ETH/wstETH is *not* the most liquid pool, so it is not selected
115
+ * This process will look for that pool in order to complete the route.
116
+ *
117
+ */
118
+ async function getMixedCrossLiquidityCandidatePools({ tokenIn, tokenOut, blockNumber, v2SubgraphProvider, v3SubgraphProvider, v2Candidates, v3Candidates, v4Candidates, mixedCrossLiquidityV3AgainstV4Supported, chainId, }) {
119
+ var _a, _b, _c, _d, _e, _f, _g, _h;
120
+ const v2Pools = (await v2SubgraphProvider.getPools(tokenIn, tokenOut, {
121
+ blockNumber,
122
+ })).sort((a, b) => b.reserve - a.reserve);
123
+ const v3Pools = (await v3SubgraphProvider.getPools(tokenIn, tokenOut, {
124
+ blockNumber,
125
+ })).sort((a, b) => b.tvlUSD - a.tvlUSD);
126
+ const tokenInAddress = tokenIn.address.toLowerCase();
127
+ const tokenOutAddress = tokenOut.address.toLowerCase();
128
+ const v2AgainstV3SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v2Pools, v2Candidates, v3Candidates);
129
+ const v3AgainstV2SelectedPools = findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v2Candidates);
130
+ const v3AgainstV4SelectedPools = chainId && (mixedCrossLiquidityV3AgainstV4Supported === null || mixedCrossLiquidityV3AgainstV4Supported === void 0 ? void 0 : mixedCrossLiquidityV3AgainstV4Supported.includes(chainId))
131
+ ? findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, v3Pools, v3Candidates, v4Candidates)
132
+ : { forTokenIn: undefined, forTokenOut: undefined };
133
+ // this is for deduplicate v3 pools, in case both v4 and v2 select the same v3 pools for tokenIn/tokenOut
134
+ if (((_a = v3AgainstV4SelectedPools.forTokenIn) === null || _a === void 0 ? void 0 : _a.id) ===
135
+ ((_b = v3AgainstV2SelectedPools.forTokenIn) === null || _b === void 0 ? void 0 : _b.id) ||
136
+ ((_c = v3AgainstV4SelectedPools.forTokenIn) === null || _c === void 0 ? void 0 : _c.id) ===
137
+ ((_d = v3AgainstV2SelectedPools.forTokenOut) === null || _d === void 0 ? void 0 : _d.id)) {
138
+ v3AgainstV4SelectedPools.forTokenIn = undefined;
139
+ }
140
+ if (((_e = v3AgainstV4SelectedPools.forTokenOut) === null || _e === void 0 ? void 0 : _e.id) ===
141
+ ((_f = v3AgainstV2SelectedPools.forTokenIn) === null || _f === void 0 ? void 0 : _f.id) ||
142
+ ((_g = v3AgainstV4SelectedPools.forTokenOut) === null || _g === void 0 ? void 0 : _g.id) ===
143
+ ((_h = v3AgainstV2SelectedPools.forTokenOut) === null || _h === void 0 ? void 0 : _h.id)) {
144
+ v3AgainstV4SelectedPools.forTokenOut = undefined;
145
+ }
146
+ const selectedV2Pools = [
147
+ v2AgainstV3SelectedPools.forTokenIn,
148
+ v2AgainstV3SelectedPools.forTokenOut,
149
+ ].filter((pool) => pool !== undefined);
150
+ const selectedV3Pools = [
151
+ v3AgainstV2SelectedPools.forTokenIn,
152
+ v3AgainstV2SelectedPools.forTokenOut,
153
+ v3AgainstV4SelectedPools.forTokenIn,
154
+ v3AgainstV4SelectedPools.forTokenOut,
155
+ ].filter((pool) => pool !== undefined);
156
+ return {
157
+ v2Pools: selectedV2Pools,
158
+ v3Pools: selectedV3Pools,
159
+ v4Pools: [],
160
+ };
161
+ }
162
+ exports.getMixedCrossLiquidityCandidatePools = getMixedCrossLiquidityCandidatePools;
163
+ function findCrossProtocolMissingPools(tokenInAddress, tokenOutAddress, pools, candidatesInProtocolToSearch, candidatesInContextProtocol) {
164
+ var _a;
165
+ const selectedPools = {};
166
+ const previouslySelectedPools = new Set((_a = candidatesInProtocolToSearch === null || candidatesInProtocolToSearch === void 0 ? void 0 : candidatesInProtocolToSearch.subgraphPools.map((pool) => pool.id)) !== null && _a !== void 0 ? _a : []);
167
+ const topPoolByTvlWithTokenOut = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenOut[0];
168
+ const crossTokenAgainstTokenOut = (topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase()) === tokenOutAddress
169
+ ? topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token1.id.toLowerCase()
170
+ : topPoolByTvlWithTokenOut === null || topPoolByTvlWithTokenOut === void 0 ? void 0 : topPoolByTvlWithTokenOut.token0.id.toLowerCase();
171
+ const topPoolByTvlWithTokenIn = candidatesInContextProtocol === null || candidatesInContextProtocol === void 0 ? void 0 : candidatesInContextProtocol.candidatePools.selections.topByTVLUsingTokenIn[0];
172
+ const crossTokenAgainstTokenIn = (topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase()) === tokenInAddress
173
+ ? topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token1.id.toLowerCase()
174
+ : topPoolByTvlWithTokenIn === null || topPoolByTvlWithTokenIn === void 0 ? void 0 : topPoolByTvlWithTokenIn.token0.id.toLowerCase();
175
+ for (const pool of pools) {
176
+ // If we already found both pools for tokenIn and tokenOut. break out of this for loop.
177
+ if (selectedPools.forTokenIn !== undefined &&
178
+ selectedPools.forTokenOut !== undefined) {
179
+ break;
180
+ }
181
+ // If the pool has already been selected. continue to the next pool.
182
+ if (previouslySelectedPools.has(pool.id.toLowerCase())) {
183
+ continue;
184
+ }
185
+ const poolToken0Address = pool.token0.id.toLowerCase();
186
+ const poolToken1Address = pool.token1.id.toLowerCase();
187
+ // If we haven't selected the pool for tokenIn, and we found a pool matching the tokenOut, and the intermediateToken, select this pool
188
+ if (selectedPools.forTokenIn === undefined &&
189
+ ((poolToken0Address === tokenOutAddress &&
190
+ poolToken1Address === crossTokenAgainstTokenIn) ||
191
+ (poolToken1Address === tokenOutAddress &&
192
+ poolToken0Address === crossTokenAgainstTokenIn))) {
193
+ selectedPools.forTokenIn = pool;
194
+ }
195
+ // If we haven't selected the pool for tokenOut, and we found a pool matching the tokenIn, and the intermediateToken, select this pool
196
+ if (selectedPools.forTokenOut === undefined &&
197
+ ((poolToken0Address === tokenInAddress &&
198
+ poolToken1Address === crossTokenAgainstTokenOut) ||
199
+ (poolToken1Address === tokenInAddress &&
200
+ poolToken0Address === crossTokenAgainstTokenOut))) {
201
+ selectedPools.forTokenOut = pool;
202
+ }
203
+ }
204
+ return selectedPools;
205
+ }
206
+ // TODO: ROUTE-241 - refactor getV3CandidatePools against getV4CandidatePools
207
+ async function getV4CandidatePools({ currencyIn, currencyOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, v4PoolParams = (0, util_1.getApplicableV4FeesTickspacingsHooks)(chainId), }) {
208
+ var _a, _b, _c, _d, _e;
209
+ const { blockNumber, v4PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
210
+ const tokenInAddress = (0, util_1.getAddressLowerCase)(currencyIn);
211
+ const tokenOutAddress = (0, util_1.getAddressLowerCase)(currencyOut);
212
+ const beforeSubgraphPools = Date.now();
213
+ const allPools = await subgraphProvider.getPools(currencyIn, currencyOut, {
214
+ blockNumber,
215
+ });
216
+ log_1.log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V4 subgraph provider');
217
+ // Although this is less of an optimization than the V2 equivalent,
218
+ // save some time copying objects by mutating the underlying pool directly.
219
+ for (const pool of allPools) {
220
+ pool.token0.id = pool.token0.id.toLowerCase();
221
+ pool.token1.id = pool.token1.id.toLowerCase();
222
+ }
223
+ metric_1.metric.putMetric('V4SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
224
+ const beforePoolsFiltered = Date.now();
225
+ // Only consider pools where neither tokens are in the blocked token list.
226
+ let filteredPools = allPools;
227
+ if (blockedTokenListProvider) {
228
+ filteredPools = [];
229
+ for (const pool of allPools) {
230
+ const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
231
+ const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
232
+ if (token0InBlocklist || token1InBlocklist) {
233
+ continue;
234
+ }
235
+ filteredPools.push(pool);
236
+ }
237
+ }
238
+ // Sort by tvlUSD in descending order
239
+ const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
240
+ log_1.log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
241
+ const poolAddressesSoFar = new Set();
242
+ const addToAddressSet = (pools) => {
243
+ (0, lodash_1.default)(pools)
244
+ .map((pool) => pool.id)
245
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
246
+ };
247
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
248
+ const topByBaseWithTokenIn = (0, lodash_1.default)(baseTokens)
249
+ .flatMap((token) => {
250
+ return (0, lodash_1.default)(subgraphPoolsSorted)
251
+ .filter((subgraphPool) => {
252
+ const tokenAddress = token.address.toLowerCase();
253
+ return ((subgraphPool.token0.id == tokenAddress &&
254
+ subgraphPool.token1.id == tokenInAddress) ||
255
+ (subgraphPool.token1.id == tokenAddress &&
256
+ subgraphPool.token0.id == tokenInAddress));
257
+ })
258
+ .filter((subgraphPool) => {
259
+ // in case of hooks only, it means we want to filter out hookless pools
260
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
261
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
262
+ }
263
+ // in case of no hooks, it means we want to filter out hook pools
264
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
265
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
266
+ }
267
+ // otherwise it's the default case, so we just return true
268
+ return true;
269
+ })
270
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
271
+ .slice(0, topNWithEachBaseToken)
272
+ .value();
273
+ })
274
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
275
+ .slice(0, topNWithBaseToken)
276
+ .value();
277
+ const topByBaseWithTokenOut = (0, lodash_1.default)(baseTokens)
278
+ .flatMap((token) => {
279
+ return (0, lodash_1.default)(subgraphPoolsSorted)
280
+ .filter((subgraphPool) => {
281
+ const tokenAddress = token.address.toLowerCase();
282
+ return ((subgraphPool.token0.id == tokenAddress &&
283
+ subgraphPool.token1.id == tokenOutAddress) ||
284
+ (subgraphPool.token1.id == tokenAddress &&
285
+ subgraphPool.token0.id == tokenOutAddress));
286
+ })
287
+ .filter((subgraphPool) => {
288
+ // in case of hooks only, it means we want to filter out hookless pools
289
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
290
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
291
+ }
292
+ // in case of no hooks, it means we want to filter out hook pools
293
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
294
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
295
+ }
296
+ // otherwise it's the default case, so we just return true
297
+ return true;
298
+ })
299
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
300
+ .slice(0, topNWithEachBaseToken)
301
+ .value();
302
+ })
303
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
304
+ .slice(0, topNWithBaseToken)
305
+ .value();
306
+ let top2DirectSwapPool = (0, lodash_1.default)(subgraphPoolsSorted)
307
+ .filter((subgraphPool) => {
308
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
309
+ ((subgraphPool.token0.id == tokenInAddress &&
310
+ subgraphPool.token1.id == tokenOutAddress) ||
311
+ (subgraphPool.token1.id == tokenInAddress &&
312
+ subgraphPool.token0.id == tokenOutAddress)));
313
+ })
314
+ .filter((subgraphPool) => {
315
+ // in case of hooks only, it means we want to filter out hookless pools
316
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
317
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
318
+ }
319
+ // in case of no hooks, it means we want to filter out hook pools
320
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
321
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
322
+ }
323
+ // otherwise it's the default case, so we just return true
324
+ return true;
325
+ })
326
+ .slice(0, topNDirectSwaps)
327
+ .value();
328
+ if (top2DirectSwapPool.length == 0 &&
329
+ topNDirectSwaps > 0 &&
330
+ routingConfig.hooksOptions !== util_1.HooksOptions.HOOKS_ONLY) {
331
+ // If we requested direct swap pools but did not find any in the subgraph query.
332
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
333
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
334
+ // Also we need to avoid adding hookless pools into the query, when upstream requested hooksOnly
335
+ top2DirectSwapPool = lodash_1.default.map(v4PoolParams, (poolParams) => {
336
+ const [fee, tickSpacing, hooks] = poolParams;
337
+ const { currency0, currency1, poolId } = poolProvider.getPoolId(currencyIn, currencyOut, fee, tickSpacing, hooks);
338
+ return {
339
+ id: poolId,
340
+ feeTier: fee.toString(),
341
+ tickSpacing: tickSpacing.toString(),
342
+ hooks: hooks,
343
+ liquidity: '10000',
344
+ token0: {
345
+ symbol: currency0.symbol,
346
+ id: (0, util_1.getAddress)(currency0),
347
+ name: currency0.name,
348
+ decimals: currency0.decimals.toString(),
349
+ },
350
+ token1: {
351
+ symbol: currency1.symbol,
352
+ id: (0, util_1.getAddress)(currency1),
353
+ name: currency1.name,
354
+ decimals: currency1.decimals.toString(),
355
+ },
356
+ tvlETH: 10000,
357
+ tvlUSD: 10000,
358
+ };
359
+ });
360
+ }
361
+ addToAddressSet(top2DirectSwapPool);
362
+ const wrappedNativeAddress = (_b = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
363
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
364
+ // We don't check the seen address set because if we've already added pools for getting native quotes
365
+ // theres no need to add more.
366
+ let top2EthQuoteTokenPool = [];
367
+ if ((((_c = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
368
+ ((_d = util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
369
+ currencyOut.symbol != 'WETH' &&
370
+ currencyOut.symbol != 'WETH9' &&
371
+ currencyOut.symbol != 'ETH') ||
372
+ (((_e = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == token_provider_1.WMATIC_POLYGON.symbol &&
373
+ currencyOut.symbol != 'MATIC' &&
374
+ currencyOut.symbol != 'WMATIC')) {
375
+ top2EthQuoteTokenPool = (0, lodash_1.default)(subgraphPoolsSorted)
376
+ .filter((subgraphPool) => {
377
+ if (routeType == sdk_core_1.TradeType.EXACT_INPUT) {
378
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
379
+ subgraphPool.token1.id == tokenOutAddress) ||
380
+ (subgraphPool.token1.id == wrappedNativeAddress &&
381
+ subgraphPool.token0.id == tokenOutAddress));
382
+ }
383
+ else {
384
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
385
+ subgraphPool.token1.id == tokenInAddress) ||
386
+ (subgraphPool.token1.id == wrappedNativeAddress &&
387
+ subgraphPool.token0.id == tokenInAddress));
388
+ }
389
+ })
390
+ .slice(0, 1)
391
+ .value();
392
+ }
393
+ addToAddressSet(top2EthQuoteTokenPool);
394
+ const topByTVL = (0, lodash_1.default)(subgraphPoolsSorted)
395
+ .filter((subgraphPool) => {
396
+ return !poolAddressesSoFar.has(subgraphPool.id);
397
+ })
398
+ .slice(0, topN)
399
+ .value();
400
+ addToAddressSet(topByTVL);
401
+ const topByTVLUsingTokenIn = (0, lodash_1.default)(subgraphPoolsSorted)
402
+ .filter((subgraphPool) => {
403
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
404
+ (subgraphPool.token0.id == tokenInAddress ||
405
+ subgraphPool.token1.id == tokenInAddress));
406
+ })
407
+ .filter((subgraphPool) => {
408
+ // in case of hooks only, it means we want to filter out hookless pools
409
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
410
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
411
+ }
412
+ // in case of no hooks, it means we want to filter out hook pools
413
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
414
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
415
+ }
416
+ // otherwise it's the default case, so we just return true
417
+ return true;
418
+ })
419
+ .slice(0, topNTokenInOut)
420
+ .value();
421
+ addToAddressSet(topByTVLUsingTokenIn);
422
+ const topByTVLUsingTokenOut = (0, lodash_1.default)(subgraphPoolsSorted)
423
+ .filter((subgraphPool) => {
424
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
425
+ (subgraphPool.token0.id == tokenOutAddress ||
426
+ subgraphPool.token1.id == tokenOutAddress));
427
+ })
428
+ .filter((subgraphPool) => {
429
+ // in case of hooks only, it means we want to filter out hookless pools
430
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
431
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
432
+ }
433
+ // in case of no hooks, it means we want to filter out hook pools
434
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
435
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
436
+ }
437
+ // otherwise it's the default case, so we just return true
438
+ return true;
439
+ })
440
+ .slice(0, topNTokenInOut)
441
+ .value();
442
+ addToAddressSet(topByTVLUsingTokenOut);
443
+ const topByTVLUsingTokenInSecondHops = (0, lodash_1.default)(topByTVLUsingTokenIn)
444
+ .map((subgraphPool) => {
445
+ return tokenInAddress == subgraphPool.token0.id
446
+ ? subgraphPool.token1.id
447
+ : subgraphPool.token0.id;
448
+ })
449
+ .flatMap((secondHopId) => {
450
+ var _a;
451
+ return (0, lodash_1.default)(subgraphPoolsSorted)
452
+ .filter((subgraphPool) => {
453
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
454
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
455
+ (subgraphPool.token0.id == secondHopId ||
456
+ subgraphPool.token1.id == secondHopId));
457
+ })
458
+ .filter((subgraphPool) => {
459
+ // in case of hooks only, it means we want to filter out hookless pools
460
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
461
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
462
+ }
463
+ // in case of no hooks, it means we want to filter out hook pools
464
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
465
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
466
+ }
467
+ // otherwise it's the default case, so we just return true
468
+ return true;
469
+ })
470
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
471
+ .value();
472
+ })
473
+ .uniqBy((pool) => pool.id)
474
+ .value();
475
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
476
+ const topByTVLUsingTokenOutSecondHops = (0, lodash_1.default)(topByTVLUsingTokenOut)
477
+ .map((subgraphPool) => {
478
+ return tokenOutAddress == subgraphPool.token0.id
479
+ ? subgraphPool.token1.id
480
+ : subgraphPool.token0.id;
481
+ })
482
+ .flatMap((secondHopId) => {
483
+ var _a;
484
+ return (0, lodash_1.default)(subgraphPoolsSorted)
485
+ .filter((subgraphPool) => {
486
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
487
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
488
+ (subgraphPool.token0.id == secondHopId ||
489
+ subgraphPool.token1.id == secondHopId));
490
+ })
491
+ .filter((subgraphPool) => {
492
+ // in case of hooks only, it means we want to filter out hookless pools
493
+ if (routingConfig.hooksOptions === util_1.HooksOptions.HOOKS_ONLY) {
494
+ return subgraphPool.hooks !== router_sdk_1.ADDRESS_ZERO;
495
+ }
496
+ // in case of no hooks, it means we want to filter out hook pools
497
+ if (routingConfig.hooksOptions === util_1.HooksOptions.NO_HOOKS) {
498
+ return subgraphPool.hooks === router_sdk_1.ADDRESS_ZERO;
499
+ }
500
+ // otherwise it's the default case, so we just return true
501
+ return true;
502
+ })
503
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
504
+ .value();
505
+ })
506
+ .uniqBy((pool) => pool.id)
507
+ .value();
508
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
509
+ const subgraphPools = (0, lodash_1.default)([
510
+ ...topByBaseWithTokenIn,
511
+ ...topByBaseWithTokenOut,
512
+ ...top2DirectSwapPool,
513
+ ...top2EthQuoteTokenPool,
514
+ ...topByTVL,
515
+ ...topByTVLUsingTokenIn,
516
+ ...topByTVLUsingTokenOut,
517
+ ...topByTVLUsingTokenInSecondHops,
518
+ ...topByTVLUsingTokenOutSecondHops,
519
+ ])
520
+ .compact()
521
+ .uniqBy((pool) => pool.id)
522
+ .value();
523
+ const tokenAddresses = (0, lodash_1.default)(subgraphPools)
524
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
525
+ .compact()
526
+ .uniq()
527
+ .value();
528
+ log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V4 pools we are considering`);
529
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
530
+ blockNumber,
531
+ });
532
+ const printV4SubgraphPool = (s) => {
533
+ var _a, _b, _c, _d;
534
+ return `${(_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}`;
535
+ };
536
+ log_1.log.info({
537
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV4SubgraphPool),
538
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV4SubgraphPool),
539
+ topByTVL: topByTVL.map(printV4SubgraphPool),
540
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV4SubgraphPool),
541
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV4SubgraphPool),
542
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV4SubgraphPool),
543
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV4SubgraphPool),
544
+ top2DirectSwap: top2DirectSwapPool.map(printV4SubgraphPool),
545
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV4SubgraphPool),
546
+ }, `V4 Candidate Pools`);
547
+ const tokenPairsRaw = lodash_1.default.map(subgraphPools, (subgraphPool) => {
548
+ // native currency is not erc20 token, therefore there's no way to retrieve native currency metadata as the erc20 token.
549
+ const tokenA = (0, universal_router_sdk_1.isNativeCurrency)(subgraphPool.token0.id)
550
+ ? (0, util_1.nativeOnChain)(chainId)
551
+ : tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
552
+ const tokenB = (0, universal_router_sdk_1.isNativeCurrency)(subgraphPool.token1.id)
553
+ ? (0, util_1.nativeOnChain)(chainId)
554
+ : tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
555
+ let fee;
556
+ try {
557
+ fee = Number(subgraphPool.feeTier);
558
+ fee = (0, providers_1.isPoolFeeDynamic)(tokenA, tokenB, Number(subgraphPool.tickSpacing), subgraphPool.hooks, subgraphPool.id)
559
+ ? v4_sdk_1.DYNAMIC_FEE_FLAG
560
+ : fee;
561
+ }
562
+ catch (err) {
563
+ log_1.log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
564
+ return undefined;
565
+ }
566
+ if (!tokenA || !tokenB) {
567
+ log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
568
+ return undefined;
569
+ }
570
+ return [
571
+ tokenA,
572
+ tokenB,
573
+ fee,
574
+ Number(subgraphPool.tickSpacing),
575
+ subgraphPool.hooks,
576
+ ];
577
+ });
578
+ const tokenPairs = lodash_1.default.compact(tokenPairsRaw);
579
+ metric_1.metric.putMetric('V4PoolsFilterLoad', Date.now() - beforePoolsFiltered, metric_1.MetricLoggerUnit.Milliseconds);
580
+ const beforePoolsLoad = Date.now();
581
+ const poolAccessor = await poolProvider.getPools(tokenPairs, {
582
+ blockNumber,
583
+ });
584
+ metric_1.metric.putMetric('V4PoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
585
+ const poolsBySelection = {
586
+ protocol: router_sdk_1.Protocol.V4,
587
+ selections: {
588
+ topByBaseWithTokenIn,
589
+ topByBaseWithTokenOut,
590
+ topByDirectSwapPool: top2DirectSwapPool,
591
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
592
+ topByTVL,
593
+ topByTVLUsingTokenIn,
594
+ topByTVLUsingTokenOut,
595
+ topByTVLUsingTokenInSecondHops,
596
+ topByTVLUsingTokenOutSecondHops,
597
+ },
598
+ };
599
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
600
+ }
601
+ exports.getV4CandidatePools = getV4CandidatePools;
602
+ async function getV3CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
603
+ var _a, _b, _c, _d, _e;
604
+ const { blockNumber, v3PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
605
+ const tokenInAddress = tokenIn.address.toLowerCase();
606
+ const tokenOutAddress = tokenOut.address.toLowerCase();
607
+ const beforeSubgraphPools = Date.now();
608
+ const allPools = await subgraphProvider.getPools(tokenIn, tokenOut, {
609
+ blockNumber,
610
+ });
611
+ log_1.log.info({ samplePools: allPools.slice(0, 3) }, 'Got all pools from V3 subgraph provider');
612
+ // Although this is less of an optimization than the V2 equivalent,
613
+ // save some time copying objects by mutating the underlying pool directly.
614
+ for (const pool of allPools) {
615
+ pool.token0.id = pool.token0.id.toLowerCase();
616
+ pool.token1.id = pool.token1.id.toLowerCase();
617
+ }
618
+ metric_1.metric.putMetric('V3SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
619
+ const beforePoolsFiltered = Date.now();
620
+ // Only consider pools where neither tokens are in the blocked token list.
621
+ let filteredPools = allPools;
622
+ if (blockedTokenListProvider) {
623
+ filteredPools = [];
624
+ for (const pool of allPools) {
625
+ const token0InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token0.id);
626
+ const token1InBlocklist = await blockedTokenListProvider.hasTokenByAddress(pool.token1.id);
627
+ if (token0InBlocklist || token1InBlocklist) {
628
+ continue;
629
+ }
630
+ filteredPools.push(pool);
631
+ }
632
+ }
633
+ // Sort by tvlUSD in descending order
634
+ const subgraphPoolsSorted = filteredPools.sort((a, b) => b.tvlUSD - a.tvlUSD);
635
+ log_1.log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
636
+ const poolAddressesSoFar = new Set();
637
+ const addToAddressSet = (pools) => {
638
+ (0, lodash_1.default)(pools)
639
+ .map((pool) => pool.id)
640
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
641
+ };
642
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
643
+ const topByBaseWithTokenIn = (0, lodash_1.default)(baseTokens)
644
+ .flatMap((token) => {
645
+ return (0, lodash_1.default)(subgraphPoolsSorted)
646
+ .filter((subgraphPool) => {
647
+ const tokenAddress = token.address.toLowerCase();
648
+ return ((subgraphPool.token0.id == tokenAddress &&
649
+ subgraphPool.token1.id == tokenInAddress) ||
650
+ (subgraphPool.token1.id == tokenAddress &&
651
+ subgraphPool.token0.id == tokenInAddress));
652
+ })
653
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
654
+ .slice(0, topNWithEachBaseToken)
655
+ .value();
656
+ })
657
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
658
+ .slice(0, topNWithBaseToken)
659
+ .value();
660
+ const topByBaseWithTokenOut = (0, lodash_1.default)(baseTokens)
661
+ .flatMap((token) => {
662
+ return (0, lodash_1.default)(subgraphPoolsSorted)
663
+ .filter((subgraphPool) => {
664
+ const tokenAddress = token.address.toLowerCase();
665
+ return ((subgraphPool.token0.id == tokenAddress &&
666
+ subgraphPool.token1.id == tokenOutAddress) ||
667
+ (subgraphPool.token1.id == tokenAddress &&
668
+ subgraphPool.token0.id == tokenOutAddress));
669
+ })
670
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
671
+ .slice(0, topNWithEachBaseToken)
672
+ .value();
673
+ })
674
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
675
+ .slice(0, topNWithBaseToken)
676
+ .value();
677
+ let top2DirectSwapPool = (0, lodash_1.default)(subgraphPoolsSorted)
678
+ .filter((subgraphPool) => {
679
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
680
+ ((subgraphPool.token0.id == tokenInAddress &&
681
+ subgraphPool.token1.id == tokenOutAddress) ||
682
+ (subgraphPool.token1.id == tokenInAddress &&
683
+ subgraphPool.token0.id == tokenOutAddress)));
684
+ })
685
+ .slice(0, topNDirectSwaps)
686
+ .value();
687
+ if (top2DirectSwapPool.length == 0 && topNDirectSwaps > 0) {
688
+ // We don't want to re-add AMPL token pools for V3 in Mainnet.
689
+ // TODO: ROUTE-347, Remove this check once we have a better way to sync filters from subgraph cronjob <> routing path.
690
+ if (!(chainId == sdk_core_1.ChainId.MAINNET &&
691
+ (tokenIn.address.toLowerCase() ===
692
+ '0xd46ba6d942050d489dbd938a2c909a5d5039a161' ||
693
+ tokenOut.address.toLowerCase() ===
694
+ '0xd46ba6d942050d489dbd938a2c909a5d5039a161'))) {
695
+ // If we requested direct swap pools but did not find any in the subgraph query.
696
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
697
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
698
+ top2DirectSwapPool = lodash_1.default.map((0, util_1.getApplicableV3FeeAmounts)(chainId), (feeAmount) => {
699
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut, feeAmount);
700
+ return {
701
+ id: poolAddress,
702
+ feeTier: (0, util_1.unparseFeeAmount)(feeAmount),
703
+ liquidity: '10000',
704
+ token0: {
705
+ id: token0.address,
706
+ },
707
+ token1: {
708
+ id: token1.address,
709
+ },
710
+ tvlETH: 10000,
711
+ tvlUSD: 10000,
712
+ };
713
+ });
714
+ top2DirectSwapPool = top2DirectSwapPool.filter((pool) => !excludedV3PoolIds.has(pool.id.toLowerCase()));
715
+ }
716
+ }
717
+ addToAddressSet(top2DirectSwapPool);
718
+ const wrappedNativeAddress = (_b = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address.toLowerCase();
719
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
720
+ // We don't check the seen address set because if we've already added pools for getting native quotes
721
+ // theres no need to add more.
722
+ let top2EthQuoteTokenPool = [];
723
+ if ((((_c = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
724
+ ((_d = util_1.WRAPPED_NATIVE_CURRENCY[sdk_core_1.ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
725
+ tokenOut.symbol != 'WETH' &&
726
+ tokenOut.symbol != 'WETH9' &&
727
+ tokenOut.symbol != 'ETH') ||
728
+ (((_e = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == token_provider_1.WMATIC_POLYGON.symbol &&
729
+ tokenOut.symbol != 'MATIC' &&
730
+ tokenOut.symbol != 'WMATIC')) {
731
+ top2EthQuoteTokenPool = (0, lodash_1.default)(subgraphPoolsSorted)
732
+ .filter((subgraphPool) => {
733
+ if (routeType == sdk_core_1.TradeType.EXACT_INPUT) {
734
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
735
+ subgraphPool.token1.id == tokenOutAddress) ||
736
+ (subgraphPool.token1.id == wrappedNativeAddress &&
737
+ subgraphPool.token0.id == tokenOutAddress));
738
+ }
739
+ else {
740
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
741
+ subgraphPool.token1.id == tokenInAddress) ||
742
+ (subgraphPool.token1.id == wrappedNativeAddress &&
743
+ subgraphPool.token0.id == tokenInAddress));
744
+ }
745
+ })
746
+ .slice(0, 1)
747
+ .value();
748
+ }
749
+ addToAddressSet(top2EthQuoteTokenPool);
750
+ const topByTVL = (0, lodash_1.default)(subgraphPoolsSorted)
751
+ .filter((subgraphPool) => {
752
+ return !poolAddressesSoFar.has(subgraphPool.id);
753
+ })
754
+ .slice(0, topN)
755
+ .value();
756
+ addToAddressSet(topByTVL);
757
+ const topByTVLUsingTokenIn = (0, lodash_1.default)(subgraphPoolsSorted)
758
+ .filter((subgraphPool) => {
759
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
760
+ (subgraphPool.token0.id == tokenInAddress ||
761
+ subgraphPool.token1.id == tokenInAddress));
762
+ })
763
+ .slice(0, topNTokenInOut)
764
+ .value();
765
+ addToAddressSet(topByTVLUsingTokenIn);
766
+ const topByTVLUsingTokenOut = (0, lodash_1.default)(subgraphPoolsSorted)
767
+ .filter((subgraphPool) => {
768
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
769
+ (subgraphPool.token0.id == tokenOutAddress ||
770
+ subgraphPool.token1.id == tokenOutAddress));
771
+ })
772
+ .slice(0, topNTokenInOut)
773
+ .value();
774
+ addToAddressSet(topByTVLUsingTokenOut);
775
+ const topByTVLUsingTokenInSecondHops = (0, lodash_1.default)(topByTVLUsingTokenIn)
776
+ .map((subgraphPool) => {
777
+ return tokenInAddress == subgraphPool.token0.id
778
+ ? subgraphPool.token1.id
779
+ : subgraphPool.token0.id;
780
+ })
781
+ .flatMap((secondHopId) => {
782
+ var _a;
783
+ return (0, lodash_1.default)(subgraphPoolsSorted)
784
+ .filter((subgraphPool) => {
785
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
786
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
787
+ (subgraphPool.token0.id == secondHopId ||
788
+ subgraphPool.token1.id == secondHopId));
789
+ })
790
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
791
+ .value();
792
+ })
793
+ .uniqBy((pool) => pool.id)
794
+ .value();
795
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
796
+ const topByTVLUsingTokenOutSecondHops = (0, lodash_1.default)(topByTVLUsingTokenOut)
797
+ .map((subgraphPool) => {
798
+ return tokenOutAddress == subgraphPool.token0.id
799
+ ? subgraphPool.token1.id
800
+ : subgraphPool.token0.id;
801
+ })
802
+ .flatMap((secondHopId) => {
803
+ var _a;
804
+ return (0, lodash_1.default)(subgraphPoolsSorted)
805
+ .filter((subgraphPool) => {
806
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
807
+ !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(secondHopId.toLowerCase())) &&
808
+ (subgraphPool.token0.id == secondHopId ||
809
+ subgraphPool.token1.id == secondHopId));
810
+ })
811
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
812
+ .value();
813
+ })
814
+ .uniqBy((pool) => pool.id)
815
+ .value();
816
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
817
+ const subgraphPools = (0, lodash_1.default)([
818
+ ...topByBaseWithTokenIn,
819
+ ...topByBaseWithTokenOut,
820
+ ...top2DirectSwapPool,
821
+ ...top2EthQuoteTokenPool,
822
+ ...topByTVL,
823
+ ...topByTVLUsingTokenIn,
824
+ ...topByTVLUsingTokenOut,
825
+ ...topByTVLUsingTokenInSecondHops,
826
+ ...topByTVLUsingTokenOutSecondHops,
827
+ ])
828
+ .compact()
829
+ .uniqBy((pool) => pool.id)
830
+ .value();
831
+ const tokenAddresses = (0, lodash_1.default)(subgraphPools)
832
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
833
+ .compact()
834
+ .uniq()
835
+ .value();
836
+ log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V3 pools we are considering`);
837
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
838
+ blockNumber,
839
+ });
840
+ const printV3SubgraphPool = (s) => {
841
+ var _a, _b, _c, _d;
842
+ return `${(_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}`;
843
+ };
844
+ log_1.log.info({
845
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV3SubgraphPool),
846
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV3SubgraphPool),
847
+ topByTVL: topByTVL.map(printV3SubgraphPool),
848
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV3SubgraphPool),
849
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV3SubgraphPool),
850
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV3SubgraphPool),
851
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV3SubgraphPool),
852
+ top2DirectSwap: top2DirectSwapPool.map(printV3SubgraphPool),
853
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV3SubgraphPool),
854
+ }, `V3 Candidate Pools`);
855
+ const tokenPairsRaw = lodash_1.default.map(subgraphPools, (subgraphPool) => {
856
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
857
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
858
+ let fee;
859
+ try {
860
+ fee = (0, amounts_1.parseFeeAmount)(subgraphPool.feeTier);
861
+ }
862
+ catch (err) {
863
+ log_1.log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
864
+ return undefined;
865
+ }
866
+ if (!tokenA || !tokenB) {
867
+ log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
868
+ return undefined;
869
+ }
870
+ return [tokenA, tokenB, fee];
871
+ });
872
+ const tokenPairs = lodash_1.default.compact(tokenPairsRaw);
873
+ metric_1.metric.putMetric('V3PoolsFilterLoad', Date.now() - beforePoolsFiltered, metric_1.MetricLoggerUnit.Milliseconds);
874
+ const beforePoolsLoad = Date.now();
875
+ const poolAccessor = await poolProvider.getPools(tokenPairs, {
876
+ blockNumber,
877
+ });
878
+ metric_1.metric.putMetric('V3PoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
879
+ const poolsBySelection = {
880
+ protocol: router_sdk_1.Protocol.V3,
881
+ selections: {
882
+ topByBaseWithTokenIn,
883
+ topByBaseWithTokenOut,
884
+ topByDirectSwapPool: top2DirectSwapPool,
885
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
886
+ topByTVL,
887
+ topByTVLUsingTokenIn,
888
+ topByTVLUsingTokenOut,
889
+ topByTVLUsingTokenInSecondHops,
890
+ topByTVLUsingTokenOutSecondHops,
891
+ },
892
+ };
893
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
894
+ }
895
+ exports.getV3CandidatePools = getV3CandidatePools;
896
+ async function getV2CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
897
+ var _a;
898
+ const { blockNumber, v2PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, tokensToAvoidOnSecondHops, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
899
+ const tokenInAddress = tokenIn.address.toLowerCase();
900
+ const tokenOutAddress = tokenOut.address.toLowerCase();
901
+ const beforeSubgraphPools = Date.now();
902
+ const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
903
+ blockNumber,
904
+ });
905
+ // With tens of thousands of V2 pools, operations that copy pools become costly.
906
+ // Mutate the pool directly rather than creating a new pool / token to optimmize for speed.
907
+ for (const pool of allPoolsRaw) {
908
+ pool.token0.id = pool.token0.id.toLowerCase();
909
+ pool.token1.id = pool.token1.id.toLowerCase();
910
+ }
911
+ metric_1.metric.putMetric('V2SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
912
+ const beforePoolsFiltered = Date.now();
913
+ // Sort by pool reserve in descending order.
914
+ const subgraphPoolsSorted = allPoolsRaw.sort((a, b) => b.reserve - a.reserve);
915
+ const poolAddressesSoFar = new Set();
916
+ // Always add the direct swap pool into the mix regardless of if it exists in the subgraph pool list.
917
+ // Ensures that new pools can be swapped on immediately, and that if a pool was filtered out of the
918
+ // subgraph query for some reason (e.g. trackedReserveETH was 0), then we still consider it.
919
+ let topByDirectSwapPool = [];
920
+ if (topNDirectSwaps > 0) {
921
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut);
922
+ poolAddressesSoFar.add(poolAddress.toLowerCase());
923
+ topByDirectSwapPool = [
924
+ {
925
+ id: poolAddress,
926
+ token0: {
927
+ id: token0.address,
928
+ },
929
+ token1: {
930
+ id: token1.address,
931
+ },
932
+ supply: 10000,
933
+ reserve: 10000,
934
+ reserveUSD: 10000, // Not used. Set to arbitrary number.
935
+ },
936
+ ];
937
+ }
938
+ const wethAddress = util_1.WRAPPED_NATIVE_CURRENCY[chainId].address.toLowerCase();
939
+ const topByBaseWithTokenInMap = new Map();
940
+ const topByBaseWithTokenOutMap = new Map();
941
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
942
+ const baseTokensAddresses = new Set();
943
+ baseTokens.forEach((token) => {
944
+ const baseTokenAddr = token.address.toLowerCase();
945
+ baseTokensAddresses.add(baseTokenAddr);
946
+ topByBaseWithTokenInMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
947
+ topByBaseWithTokenOutMap.set(baseTokenAddr, new SubcategorySelectionPools([], topNWithEachBaseToken));
948
+ });
949
+ let topByBaseWithTokenInPoolsFound = 0;
950
+ let topByBaseWithTokenOutPoolsFound = 0;
951
+ // Main reason we need this is for gas estimates
952
+ // There can ever only be 1 Token/ETH pool, so we will only look for 1
953
+ let topNEthQuoteToken = 1;
954
+ // but, we only need it if token out is not ETH.
955
+ if (tokenOut.symbol == 'WETH' ||
956
+ tokenOut.symbol == 'WETH9' ||
957
+ tokenOut.symbol == 'ETH') {
958
+ // if it's eth we change the topN to 0, so we can break early from the loop.
959
+ topNEthQuoteToken = 0;
960
+ }
961
+ const topByEthQuoteTokenPool = [];
962
+ const topByTVLUsingTokenIn = [];
963
+ const topByTVLUsingTokenOut = [];
964
+ const topByTVL = [];
965
+ // Used to track how many iterations we do in the first loop
966
+ let loopsInFirstIteration = 0;
967
+ // Filtering step for up to first hop
968
+ // The pools are pre-sorted, so we can just iterate through them and fill our heuristics.
969
+ for (const subgraphPool of subgraphPoolsSorted) {
970
+ loopsInFirstIteration += 1;
971
+ // Check if we have satisfied all the heuristics, if so, we can stop.
972
+ if (topByBaseWithTokenInPoolsFound >= topNWithBaseToken &&
973
+ topByBaseWithTokenOutPoolsFound >= topNWithBaseToken &&
974
+ topByEthQuoteTokenPool.length >= topNEthQuoteToken &&
975
+ topByTVL.length >= topN &&
976
+ topByTVLUsingTokenIn.length >= topNTokenInOut &&
977
+ topByTVLUsingTokenOut.length >= topNTokenInOut) {
978
+ // We have satisfied all the heuristics, so we can stop.
979
+ break;
980
+ }
981
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
982
+ // We've already added this pool, so skip it.
983
+ continue;
984
+ }
985
+ // Only consider pools where neither tokens are in the blocked token list.
986
+ if (blockedTokenListProvider) {
987
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
988
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
989
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
990
+ ]);
991
+ if (token0InBlocklist || token1InBlocklist) {
992
+ continue;
993
+ }
994
+ }
995
+ const tokenInToken0TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token0.id);
996
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
997
+ tokenInToken0TopByBase &&
998
+ subgraphPool.token0.id != tokenOutAddress &&
999
+ subgraphPool.token1.id == tokenInAddress) {
1000
+ topByBaseWithTokenInPoolsFound += 1;
1001
+ poolAddressesSoFar.add(subgraphPool.id);
1002
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
1003
+ topByTVLUsingTokenIn.push(subgraphPool);
1004
+ }
1005
+ if (routeType === sdk_core_1.TradeType.EXACT_OUTPUT &&
1006
+ subgraphPool.token0.id == wethAddress) {
1007
+ topByEthQuoteTokenPool.push(subgraphPool);
1008
+ }
1009
+ tokenInToken0TopByBase.pools.push(subgraphPool);
1010
+ continue;
1011
+ }
1012
+ const tokenInToken1TopByBase = topByBaseWithTokenInMap.get(subgraphPool.token1.id);
1013
+ if (topByBaseWithTokenInPoolsFound < topNWithBaseToken &&
1014
+ tokenInToken1TopByBase &&
1015
+ subgraphPool.token0.id == tokenInAddress &&
1016
+ subgraphPool.token1.id != tokenOutAddress) {
1017
+ topByBaseWithTokenInPoolsFound += 1;
1018
+ poolAddressesSoFar.add(subgraphPool.id);
1019
+ if (topByTVLUsingTokenIn.length < topNTokenInOut) {
1020
+ topByTVLUsingTokenIn.push(subgraphPool);
1021
+ }
1022
+ if (routeType === sdk_core_1.TradeType.EXACT_OUTPUT &&
1023
+ subgraphPool.token1.id == wethAddress) {
1024
+ topByEthQuoteTokenPool.push(subgraphPool);
1025
+ }
1026
+ tokenInToken1TopByBase.pools.push(subgraphPool);
1027
+ continue;
1028
+ }
1029
+ const tokenOutToken0TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token0.id);
1030
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
1031
+ tokenOutToken0TopByBase &&
1032
+ subgraphPool.token0.id != tokenInAddress &&
1033
+ subgraphPool.token1.id == tokenOutAddress) {
1034
+ topByBaseWithTokenOutPoolsFound += 1;
1035
+ poolAddressesSoFar.add(subgraphPool.id);
1036
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
1037
+ topByTVLUsingTokenOut.push(subgraphPool);
1038
+ }
1039
+ if (routeType === sdk_core_1.TradeType.EXACT_INPUT &&
1040
+ subgraphPool.token0.id == wethAddress) {
1041
+ topByEthQuoteTokenPool.push(subgraphPool);
1042
+ }
1043
+ tokenOutToken0TopByBase.pools.push(subgraphPool);
1044
+ continue;
1045
+ }
1046
+ const tokenOutToken1TopByBase = topByBaseWithTokenOutMap.get(subgraphPool.token1.id);
1047
+ if (topByBaseWithTokenOutPoolsFound < topNWithBaseToken &&
1048
+ tokenOutToken1TopByBase &&
1049
+ subgraphPool.token0.id == tokenOutAddress &&
1050
+ subgraphPool.token1.id != tokenInAddress) {
1051
+ topByBaseWithTokenOutPoolsFound += 1;
1052
+ poolAddressesSoFar.add(subgraphPool.id);
1053
+ if (topByTVLUsingTokenOut.length < topNTokenInOut) {
1054
+ topByTVLUsingTokenOut.push(subgraphPool);
1055
+ }
1056
+ if (routeType === sdk_core_1.TradeType.EXACT_INPUT &&
1057
+ subgraphPool.token1.id == wethAddress) {
1058
+ topByEthQuoteTokenPool.push(subgraphPool);
1059
+ }
1060
+ tokenOutToken1TopByBase.pools.push(subgraphPool);
1061
+ continue;
1062
+ }
1063
+ // Note: we do not need to check other native currencies for the V2 Protocol
1064
+ if (topByEthQuoteTokenPool.length < topNEthQuoteToken &&
1065
+ ((routeType === sdk_core_1.TradeType.EXACT_INPUT &&
1066
+ ((subgraphPool.token0.id == wethAddress &&
1067
+ subgraphPool.token1.id == tokenOutAddress) ||
1068
+ (subgraphPool.token1.id == wethAddress &&
1069
+ subgraphPool.token0.id == tokenOutAddress))) ||
1070
+ (routeType === sdk_core_1.TradeType.EXACT_OUTPUT &&
1071
+ ((subgraphPool.token0.id == wethAddress &&
1072
+ subgraphPool.token1.id == tokenInAddress) ||
1073
+ (subgraphPool.token1.id == wethAddress &&
1074
+ subgraphPool.token0.id == tokenInAddress))))) {
1075
+ poolAddressesSoFar.add(subgraphPool.id);
1076
+ topByEthQuoteTokenPool.push(subgraphPool);
1077
+ continue;
1078
+ }
1079
+ if (topByTVL.length < topN) {
1080
+ poolAddressesSoFar.add(subgraphPool.id);
1081
+ topByTVL.push(subgraphPool);
1082
+ continue;
1083
+ }
1084
+ if (topByTVLUsingTokenIn.length < topNTokenInOut &&
1085
+ (subgraphPool.token0.id == tokenInAddress ||
1086
+ subgraphPool.token1.id == tokenInAddress)) {
1087
+ poolAddressesSoFar.add(subgraphPool.id);
1088
+ topByTVLUsingTokenIn.push(subgraphPool);
1089
+ continue;
1090
+ }
1091
+ if (topByTVLUsingTokenOut.length < topNTokenInOut &&
1092
+ (subgraphPool.token0.id == tokenOutAddress ||
1093
+ subgraphPool.token1.id == tokenOutAddress)) {
1094
+ poolAddressesSoFar.add(subgraphPool.id);
1095
+ topByTVLUsingTokenOut.push(subgraphPool);
1096
+ continue;
1097
+ }
1098
+ }
1099
+ metric_1.metric.putMetric('V2SubgraphLoopsInFirstIteration', loopsInFirstIteration, metric_1.MetricLoggerUnit.Count);
1100
+ const topByBaseWithTokenIn = [];
1101
+ for (const topByBaseWithTokenInSelection of topByBaseWithTokenInMap.values()) {
1102
+ topByBaseWithTokenIn.push(...topByBaseWithTokenInSelection.pools);
1103
+ }
1104
+ const topByBaseWithTokenOut = [];
1105
+ for (const topByBaseWithTokenOutSelection of topByBaseWithTokenOutMap.values()) {
1106
+ topByBaseWithTokenOut.push(...topByBaseWithTokenOutSelection.pools);
1107
+ }
1108
+ // Filtering step for second hops
1109
+ const topByTVLUsingTokenInSecondHopsMap = new Map();
1110
+ const topByTVLUsingTokenOutSecondHopsMap = new Map();
1111
+ const tokenInSecondHopAddresses = topByTVLUsingTokenIn
1112
+ .filter((pool) => {
1113
+ // filtering second hops
1114
+ if (tokenInAddress === pool.token0.id) {
1115
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
1116
+ }
1117
+ else {
1118
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
1119
+ }
1120
+ })
1121
+ .map((pool) => tokenInAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
1122
+ const tokenOutSecondHopAddresses = topByTVLUsingTokenOut
1123
+ .filter((pool) => {
1124
+ // filtering second hops
1125
+ if (tokenOutAddress === pool.token0.id) {
1126
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token1.id.toLowerCase()));
1127
+ }
1128
+ else {
1129
+ return !(tokensToAvoidOnSecondHops === null || tokensToAvoidOnSecondHops === void 0 ? void 0 : tokensToAvoidOnSecondHops.includes(pool.token0.id.toLowerCase()));
1130
+ }
1131
+ })
1132
+ .map((pool) => tokenOutAddress === pool.token0.id ? pool.token1.id : pool.token0.id);
1133
+ for (const secondHopId of tokenInSecondHopAddresses) {
1134
+ topByTVLUsingTokenInSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
1135
+ }
1136
+ for (const secondHopId of tokenOutSecondHopAddresses) {
1137
+ topByTVLUsingTokenOutSecondHopsMap.set(secondHopId, new SubcategorySelectionPools([], topNSecondHop));
1138
+ }
1139
+ // Used to track how many iterations we do in the second loop
1140
+ let loopsInSecondIteration = 0;
1141
+ if (tokenInSecondHopAddresses.length > 0 ||
1142
+ tokenOutSecondHopAddresses.length > 0) {
1143
+ for (const subgraphPool of subgraphPoolsSorted) {
1144
+ loopsInSecondIteration += 1;
1145
+ let allTokenInSecondHopsHaveTheirTopN = true;
1146
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
1147
+ if (!secondHopPools.hasEnoughPools()) {
1148
+ allTokenInSecondHopsHaveTheirTopN = false;
1149
+ break;
1150
+ }
1151
+ }
1152
+ let allTokenOutSecondHopsHaveTheirTopN = true;
1153
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
1154
+ if (!secondHopPools.hasEnoughPools()) {
1155
+ allTokenOutSecondHopsHaveTheirTopN = false;
1156
+ break;
1157
+ }
1158
+ }
1159
+ if (allTokenInSecondHopsHaveTheirTopN &&
1160
+ allTokenOutSecondHopsHaveTheirTopN) {
1161
+ // We have satisfied all the heuristics, so we can stop.
1162
+ break;
1163
+ }
1164
+ if (poolAddressesSoFar.has(subgraphPool.id)) {
1165
+ continue;
1166
+ }
1167
+ // Only consider pools where neither tokens are in the blocked token list.
1168
+ if (blockedTokenListProvider) {
1169
+ const [token0InBlocklist, token1InBlocklist] = await Promise.all([
1170
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token0.id),
1171
+ blockedTokenListProvider.hasTokenByAddress(subgraphPool.token1.id),
1172
+ ]);
1173
+ if (token0InBlocklist || token1InBlocklist) {
1174
+ continue;
1175
+ }
1176
+ }
1177
+ const tokenInToken0SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token0.id);
1178
+ if (tokenInToken0SecondHop && !tokenInToken0SecondHop.hasEnoughPools()) {
1179
+ poolAddressesSoFar.add(subgraphPool.id);
1180
+ tokenInToken0SecondHop.pools.push(subgraphPool);
1181
+ continue;
1182
+ }
1183
+ const tokenInToken1SecondHop = topByTVLUsingTokenInSecondHopsMap.get(subgraphPool.token1.id);
1184
+ if (tokenInToken1SecondHop && !tokenInToken1SecondHop.hasEnoughPools()) {
1185
+ poolAddressesSoFar.add(subgraphPool.id);
1186
+ tokenInToken1SecondHop.pools.push(subgraphPool);
1187
+ continue;
1188
+ }
1189
+ const tokenOutToken0SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token0.id);
1190
+ if (tokenOutToken0SecondHop &&
1191
+ !tokenOutToken0SecondHop.hasEnoughPools()) {
1192
+ poolAddressesSoFar.add(subgraphPool.id);
1193
+ tokenOutToken0SecondHop.pools.push(subgraphPool);
1194
+ continue;
1195
+ }
1196
+ const tokenOutToken1SecondHop = topByTVLUsingTokenOutSecondHopsMap.get(subgraphPool.token1.id);
1197
+ if (tokenOutToken1SecondHop &&
1198
+ !tokenOutToken1SecondHop.hasEnoughPools()) {
1199
+ poolAddressesSoFar.add(subgraphPool.id);
1200
+ tokenOutToken1SecondHop.pools.push(subgraphPool);
1201
+ continue;
1202
+ }
1203
+ }
1204
+ }
1205
+ metric_1.metric.putMetric('V2SubgraphLoopsInSecondIteration', loopsInSecondIteration, metric_1.MetricLoggerUnit.Count);
1206
+ const topByTVLUsingTokenInSecondHops = [];
1207
+ for (const secondHopPools of topByTVLUsingTokenInSecondHopsMap.values()) {
1208
+ topByTVLUsingTokenInSecondHops.push(...secondHopPools.pools);
1209
+ }
1210
+ const topByTVLUsingTokenOutSecondHops = [];
1211
+ for (const secondHopPools of topByTVLUsingTokenOutSecondHopsMap.values()) {
1212
+ topByTVLUsingTokenOutSecondHops.push(...secondHopPools.pools);
1213
+ }
1214
+ const subgraphPools = (0, lodash_1.default)([
1215
+ ...topByBaseWithTokenIn,
1216
+ ...topByBaseWithTokenOut,
1217
+ ...topByDirectSwapPool,
1218
+ ...topByEthQuoteTokenPool,
1219
+ ...topByTVL,
1220
+ ...topByTVLUsingTokenIn,
1221
+ ...topByTVLUsingTokenOut,
1222
+ ...topByTVLUsingTokenInSecondHops,
1223
+ ...topByTVLUsingTokenOutSecondHops,
1224
+ ])
1225
+ .uniqBy((pool) => pool.id)
1226
+ .value();
1227
+ const tokenAddressesSet = new Set();
1228
+ for (const pool of subgraphPools) {
1229
+ tokenAddressesSet.add(pool.token0.id);
1230
+ tokenAddressesSet.add(pool.token1.id);
1231
+ }
1232
+ const tokenAddresses = Array.from(tokenAddressesSet);
1233
+ log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V2 pools we are considering`);
1234
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
1235
+ blockNumber,
1236
+ });
1237
+ const printV2SubgraphPool = (s) => {
1238
+ var _a, _b, _c, _d;
1239
+ return `${(_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}`;
1240
+ };
1241
+ log_1.log.info({
1242
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV2SubgraphPool),
1243
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV2SubgraphPool),
1244
+ topByTVL: topByTVL.map(printV2SubgraphPool),
1245
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV2SubgraphPool),
1246
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV2SubgraphPool),
1247
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV2SubgraphPool),
1248
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV2SubgraphPool),
1249
+ top2DirectSwap: topByDirectSwapPool.map(printV2SubgraphPool),
1250
+ top2EthQuotePool: topByEthQuoteTokenPool.map(printV2SubgraphPool),
1251
+ }, `V2 Candidate pools`);
1252
+ const tokenPairsRaw = lodash_1.default.map(subgraphPools, (subgraphPool) => {
1253
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1254
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1255
+ if (!tokenA || !tokenB) {
1256
+ log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
1257
+ return undefined;
1258
+ }
1259
+ return [tokenA, tokenB];
1260
+ });
1261
+ const tokenPairs = lodash_1.default.compact(tokenPairsRaw);
1262
+ metric_1.metric.putMetric('V2PoolsFilterLoad', Date.now() - beforePoolsFiltered, metric_1.MetricLoggerUnit.Milliseconds);
1263
+ const beforePoolsLoad = Date.now();
1264
+ // this should be the only place to enable fee-on-transfer fee fetching,
1265
+ // because this places loads pools (pairs of tokens with fot taxes) from the subgraph
1266
+ const poolAccessor = await poolProvider.getPools(tokenPairs, routingConfig);
1267
+ metric_1.metric.putMetric('V2PoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
1268
+ const poolsBySelection = {
1269
+ protocol: router_sdk_1.Protocol.V2,
1270
+ selections: {
1271
+ topByBaseWithTokenIn,
1272
+ topByBaseWithTokenOut,
1273
+ topByDirectSwapPool,
1274
+ topByEthQuoteTokenPool,
1275
+ topByTVL,
1276
+ topByTVLUsingTokenIn,
1277
+ topByTVLUsingTokenOut,
1278
+ topByTVLUsingTokenInSecondHops,
1279
+ topByTVLUsingTokenOutSecondHops,
1280
+ },
1281
+ };
1282
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
1283
+ }
1284
+ exports.getV2CandidatePools = getV2CandidatePools;
1285
+ async function getMixedRouteCandidatePools({ v4CandidatePools, v3CandidatePools, v2CandidatePools, crossLiquidityPools, routingConfig, tokenProvider, v4PoolProvider, v3poolProvider, v2poolProvider, chainId, }) {
1286
+ const beforeSubgraphPools = Date.now();
1287
+ const [v4Results, v3Results, v2Results] = [
1288
+ v4CandidatePools,
1289
+ v3CandidatePools,
1290
+ v2CandidatePools,
1291
+ ];
1292
+ // Create empty defaults for undefined results
1293
+ const { subgraphPools: V4subgraphPools = [], candidatePools: V4candidatePools = {
1294
+ protocol: router_sdk_1.Protocol.V4,
1295
+ selections: {
1296
+ topByBaseWithTokenIn: [],
1297
+ topByBaseWithTokenOut: [],
1298
+ topByDirectSwapPool: [],
1299
+ topByEthQuoteTokenPool: [],
1300
+ topByTVL: [],
1301
+ topByTVLUsingTokenIn: [],
1302
+ topByTVLUsingTokenOut: [],
1303
+ topByTVLUsingTokenInSecondHops: [],
1304
+ topByTVLUsingTokenOutSecondHops: [],
1305
+ },
1306
+ }, } = v4Results || {};
1307
+ const { subgraphPools: V3subgraphPools = [], candidatePools: V3candidatePools = {
1308
+ protocol: router_sdk_1.Protocol.V3,
1309
+ selections: {
1310
+ topByBaseWithTokenIn: [],
1311
+ topByBaseWithTokenOut: [],
1312
+ topByDirectSwapPool: [],
1313
+ topByEthQuoteTokenPool: [],
1314
+ topByTVL: [],
1315
+ topByTVLUsingTokenIn: [],
1316
+ topByTVLUsingTokenOut: [],
1317
+ topByTVLUsingTokenInSecondHops: [],
1318
+ topByTVLUsingTokenOutSecondHops: [],
1319
+ },
1320
+ }, } = v3Results || {};
1321
+ const { subgraphPools: V2subgraphPools = [], candidatePools: V2candidatePools = {
1322
+ protocol: router_sdk_1.Protocol.V2,
1323
+ selections: {
1324
+ topByBaseWithTokenIn: [],
1325
+ topByBaseWithTokenOut: [],
1326
+ topByDirectSwapPool: [],
1327
+ topByEthQuoteTokenPool: [],
1328
+ topByTVL: [],
1329
+ topByTVLUsingTokenIn: [],
1330
+ topByTVLUsingTokenOut: [],
1331
+ topByTVLUsingTokenInSecondHops: [],
1332
+ topByTVLUsingTokenOutSecondHops: [],
1333
+ },
1334
+ }, } = v2Results || {};
1335
+ // Injects the liquidity pools found by the getMixedCrossLiquidityCandidatePools function
1336
+ V2subgraphPools.push(...crossLiquidityPools.v2Pools);
1337
+ V3subgraphPools.push(...crossLiquidityPools.v3Pools);
1338
+ V4subgraphPools.push(...crossLiquidityPools.v4Pools);
1339
+ metric_1.metric.putMetric('MixedSubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
1340
+ const beforePoolsFiltered = Date.now();
1341
+ /**
1342
+ * Main heuristic for pruning mixedRoutes:
1343
+ * - we pick V2 pools with higher liq than respective V3 pools, or if the v3 pool doesn't exist
1344
+ *
1345
+ * This way we can reduce calls to our provider since it's possible to generate a lot of mixed routes
1346
+ */
1347
+ /// We only really care about pools involving the tokenIn or tokenOut explictly,
1348
+ /// since there's no way a long tail token in V2 would be routed through as an intermediary
1349
+ const V2topByTVLPoolIds = new Set([
1350
+ ...V2candidatePools.selections.topByTVLUsingTokenIn,
1351
+ ...V2candidatePools.selections.topByBaseWithTokenIn,
1352
+ /// tokenOut:
1353
+ ...V2candidatePools.selections.topByTVLUsingTokenOut,
1354
+ ...V2candidatePools.selections.topByBaseWithTokenOut,
1355
+ /// Direct swap:
1356
+ ...V2candidatePools.selections.topByDirectSwapPool,
1357
+ // Cross Liquidity (has to be added to be considered):
1358
+ ...crossLiquidityPools.v2Pools,
1359
+ ].map((poolId) => poolId.id));
1360
+ const V2topByTVLSortedPools = (0, lodash_1.default)(V2subgraphPools)
1361
+ .filter((pool) => V2topByTVLPoolIds.has(pool.id))
1362
+ .sortBy((pool) => -pool.reserveUSD)
1363
+ .value();
1364
+ /// we consider all returned V3 pools for this heuristic to "fill in the gaps"
1365
+ const V3sortedPools = (0, lodash_1.default)(V3subgraphPools)
1366
+ .sortBy((pool) => -pool.tvlUSD)
1367
+ .value();
1368
+ const V4sortedPools = (0, lodash_1.default)(V4subgraphPools)
1369
+ .sortBy((pool) => -pool.tvlUSD)
1370
+ .value();
1371
+ /// Finding pools with greater reserveUSD on v2 than tvlUSD on v3, or if there is no v3 liquidity
1372
+ const buildV2Pools = [];
1373
+ V2topByTVLSortedPools.forEach((V2subgraphPool) => {
1374
+ const V3subgraphPool = V3sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
1375
+ pool.token1.id == V2subgraphPool.token1.id) ||
1376
+ (pool.token0.id == V2subgraphPool.token1.id &&
1377
+ pool.token1.id == V2subgraphPool.token0.id));
1378
+ if (V3subgraphPool) {
1379
+ if (V2subgraphPool.reserveUSD > V3subgraphPool.tvlUSD) {
1380
+ log_1.log.info({
1381
+ token0: V2subgraphPool.token0.id,
1382
+ token1: V2subgraphPool.token1.id,
1383
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1384
+ v3tvlUSD: V3subgraphPool.tvlUSD,
1385
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V3 counterpart`);
1386
+ buildV2Pools.push(V2subgraphPool);
1387
+ }
1388
+ }
1389
+ else {
1390
+ log_1.log.info({
1391
+ token0: V2subgraphPool.token0.id,
1392
+ token1: V2subgraphPool.token1.id,
1393
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1394
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
1395
+ buildV2Pools.push(V2subgraphPool);
1396
+ }
1397
+ const V4subgraphPool = V4sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
1398
+ pool.token1.id == V2subgraphPool.token1.id) ||
1399
+ (pool.token0.id == V2subgraphPool.token1.id &&
1400
+ pool.token1.id == V2subgraphPool.token0.id));
1401
+ if (V4subgraphPool) {
1402
+ if (V2subgraphPool.reserveUSD > V4subgraphPool.tvlUSD) {
1403
+ log_1.log.info({
1404
+ token0: V2subgraphPool.token0.id,
1405
+ token1: V2subgraphPool.token1.id,
1406
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1407
+ v4tvlUSD: V4subgraphPool.tvlUSD,
1408
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V4 counterpart`);
1409
+ buildV2Pools.push(V2subgraphPool);
1410
+ }
1411
+ }
1412
+ else {
1413
+ log_1.log.info({
1414
+ token0: V2subgraphPool.token0.id,
1415
+ token1: V2subgraphPool.token1.id,
1416
+ v2reserveUSD: V2subgraphPool.reserveUSD,
1417
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
1418
+ buildV2Pools.push(V2subgraphPool);
1419
+ }
1420
+ });
1421
+ log_1.log.info(buildV2Pools.length, `Number of V2 candidate pools that fit first heuristic`);
1422
+ const subgraphPools = [...buildV2Pools, ...V3sortedPools, ...V4sortedPools];
1423
+ const tokenAddresses = (0, lodash_1.default)(subgraphPools)
1424
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
1425
+ .compact()
1426
+ .uniq()
1427
+ .value();
1428
+ log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} pools we are considering`);
1429
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, routingConfig);
1430
+ const V4tokenPairsRaw = lodash_1.default.map(V4sortedPools, (subgraphPool) => {
1431
+ // native currency is not erc20 token, therefore there's no way to retrieve native currency metadata as the erc20 token.
1432
+ const tokenA = (0, universal_router_sdk_1.isNativeCurrency)(subgraphPool.token0.id)
1433
+ ? (0, util_1.nativeOnChain)(chainId)
1434
+ : tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1435
+ const tokenB = (0, universal_router_sdk_1.isNativeCurrency)(subgraphPool.token1.id)
1436
+ ? (0, util_1.nativeOnChain)(chainId)
1437
+ : tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1438
+ let fee;
1439
+ try {
1440
+ fee = Number(subgraphPool.feeTier);
1441
+ }
1442
+ catch (err) {
1443
+ log_1.log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier}/${subgraphPool.tickSpacing}/${subgraphPool.hooks} because fee tier not supported`);
1444
+ return undefined;
1445
+ }
1446
+ if (!tokenA || !tokenB) {
1447
+ log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee}/${subgraphPool.tickSpacing}/${subgraphPool.hooks} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
1448
+ return undefined;
1449
+ }
1450
+ return [
1451
+ tokenA,
1452
+ tokenB,
1453
+ fee,
1454
+ Number(subgraphPool.tickSpacing),
1455
+ subgraphPool.hooks,
1456
+ ];
1457
+ });
1458
+ const V4tokenPairs = lodash_1.default.compact(V4tokenPairsRaw);
1459
+ const V3tokenPairsRaw = lodash_1.default.map(V3sortedPools, (subgraphPool) => {
1460
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1461
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1462
+ let fee;
1463
+ try {
1464
+ fee = (0, amounts_1.parseFeeAmount)(subgraphPool.feeTier);
1465
+ }
1466
+ catch (err) {
1467
+ log_1.log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
1468
+ return undefined;
1469
+ }
1470
+ if (!tokenA || !tokenB) {
1471
+ log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
1472
+ return undefined;
1473
+ }
1474
+ return [tokenA, tokenB, fee];
1475
+ });
1476
+ const V3tokenPairs = lodash_1.default.compact(V3tokenPairsRaw);
1477
+ const V2tokenPairsRaw = lodash_1.default.map(buildV2Pools, (subgraphPool) => {
1478
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
1479
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
1480
+ if (!tokenA || !tokenB) {
1481
+ log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
1482
+ return undefined;
1483
+ }
1484
+ return [tokenA, tokenB];
1485
+ });
1486
+ const V2tokenPairs = lodash_1.default.compact(V2tokenPairsRaw);
1487
+ metric_1.metric.putMetric('MixedPoolsFilterLoad', Date.now() - beforePoolsFiltered, metric_1.MetricLoggerUnit.Milliseconds);
1488
+ const beforePoolsLoad = Date.now();
1489
+ const [V2poolAccessor, V3poolAccessor, V4poolAccessor] = await Promise.all([
1490
+ v2poolProvider.getPools(V2tokenPairs, routingConfig),
1491
+ v3poolProvider.getPools(V3tokenPairs, routingConfig),
1492
+ v4PoolProvider.getPools(V4tokenPairs, routingConfig),
1493
+ ]);
1494
+ metric_1.metric.putMetric('MixedPoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
1495
+ /// @dev a bit tricky here since the original V2CandidateSelections object included pools that we may have dropped
1496
+ /// as part of the heuristic. We need to reconstruct a new object with the v3 pools too.
1497
+ const buildPoolsBySelection = (key) => {
1498
+ return [
1499
+ ...buildV2Pools.filter((pool) => V2candidatePools.selections[key].map((p) => p.id).includes(pool.id)),
1500
+ ...V3candidatePools.selections[key],
1501
+ ...V4candidatePools.selections[key],
1502
+ ];
1503
+ };
1504
+ const poolsBySelection = {
1505
+ protocol: router_sdk_1.Protocol.MIXED,
1506
+ selections: {
1507
+ topByBaseWithTokenIn: buildPoolsBySelection('topByBaseWithTokenIn'),
1508
+ topByBaseWithTokenOut: buildPoolsBySelection('topByBaseWithTokenOut'),
1509
+ topByDirectSwapPool: buildPoolsBySelection('topByDirectSwapPool'),
1510
+ topByEthQuoteTokenPool: buildPoolsBySelection('topByEthQuoteTokenPool'),
1511
+ topByTVL: buildPoolsBySelection('topByTVL'),
1512
+ topByTVLUsingTokenIn: buildPoolsBySelection('topByTVLUsingTokenIn'),
1513
+ topByTVLUsingTokenOut: buildPoolsBySelection('topByTVLUsingTokenOut'),
1514
+ topByTVLUsingTokenInSecondHops: buildPoolsBySelection('topByTVLUsingTokenInSecondHops'),
1515
+ topByTVLUsingTokenOutSecondHops: buildPoolsBySelection('topByTVLUsingTokenOutSecondHops'),
1516
+ },
1517
+ };
1518
+ return {
1519
+ V2poolAccessor,
1520
+ V3poolAccessor,
1521
+ V4poolAccessor,
1522
+ candidatePools: poolsBySelection,
1523
+ subgraphPools,
1524
+ };
1525
+ }
1526
+ exports.getMixedRouteCandidatePools = getMixedRouteCandidatePools;
1527
+ //# 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