@mento-protocol/mento-sdk 3.2.2 → 3.2.3

package/dist/esm/routeUtils.d.ts

@@ -0,0 +1,304 @@
+import { TradablePairWithSpread } from './constants';
+import { Address } from './interfaces';
+import { TradablePair, TradablePairID } from './mento';
+type TokenSymbol = string;
+interface ExchangeDetails {
+    providerAddr: Address;
+    id: string;
+    assets: [Address, Address];
+}
+/**
+ * =============================================================================
+ * ROUTE GENERATION UTILITIES
+ * =============================================================================
+ *
+ * Utilities for generating optimal trading routes in the Mento protocol.
+ *
+ * The main workflow is:
+ *
+ * 1. Build connectivity structures from direct trading pairs
+ * 2. Generate all possible routes (direct + two-hop)
+ * 3. Select optimal routes using spread data or heuristics
+ *
+ * ALGORITHM OVERVIEW:
+ * - Creates a graph where tokens are nodes and direct exchanges are edges
+ * - Uses graph traversal to find two-hop routes through intermediate tokens
+ * - Optimizes route selection based on spread costs when available
+ * - Falls back to heuristics (prefer direct routes, major stablecoins)
+ * =============================================================================
+ */
+/**
+ * Connectivity data structure that represents the token graph connecting all tokens.
+ * Helps to efficiently answer: "How can I trade from token A to token B?"
+ *
+ * CONCRETE EXAMPLE:
+ * Given these direct trading pairs:
+ * - cUSD ↔ CELO (direct exchange exists)
+ * - CELO ↔ cEUR (direct exchange exists)
+ * - cUSD ↔ cREAL (direct exchange exists)
+ *
+ * How route finding works:
+ * - Direct route: cUSD → cEUR? Check token graph: cUSD connects to [CELO, cREAL], none is cEUR → No direct route
+ * - Two-hop route: cUSD → ? → cEUR?
+ *   - cUSD connects to CELO, CELO connects to cEUR → Found route: cUSD → CELO → cEUR
+ *   - cUSD connects to cREAL, cREAL connects to [cUSD] → No route via cREAL
+ *
+ * The "connectivity" part means we can quickly traverse the network of
+ * token connections to find all possible trading paths.
+ */
+export interface ConnectivityData {
+    /** Maps token address to symbol for efficient lookups
+     *
+     *    ```
+     *    '0x765D...' → 'cUSD'
+     *    '0x471E...' → 'CELO'
+     *    '0xD876...' → 'cEUR'
+     *    ```
+     */
+    addrToSymbol: Map<Address, TokenSymbol>;
+    /** Adjacency list mapping which tokens connect to which
+     * Used for finding two-hop routes by traversing token → neighbor → neighbor.
+     *
+     * Example for a cUSD => cEUR swap: First we find cUSD → [CELO, cKES, ...]
+     * Then we find CELO → [cUSD, cEUR, ...] = found route via cUSD → CELO → cEUR
+     *
+     *    ```
+     *    'cUSD_addr' → Set(['CELO_addr', 'cKES_addr'])  // cUSD connects to CELO and cKES
+     *    'CELO_addr' → Set(['cUSD_addr', 'cEUR_addr'])  // CELO connects to cUSD and cEUR
+     *    'cEUR_addr' → Set(['CELO_addr'])               // cEUR connects to CELO
+     *    'cKES_addr' → Set(['cUSD_addr'])               // cKES connects to cUSD
+     *    ```
+     */
+    tokenGraph: Map<Address, Set<Address>>;
+    /** Maps sorted token address pairs to their direct exchange hop details
+     *    ```
+     *    'CELO_addr-cEUR_addr' → { exchange details for CELO ↔ cEUR }
+     *    'CELO_addr-cUSD_addr' → { exchange details for CELO ↔ cUSD }
+     *    'cUSD_addr-cKES_addr' → { exchange details for cUSD ↔ cKES }
+     *    ```
+     */
+    directPathMap: Map<TradablePairID, ExchangeDetails>;
+    /** Original direct trading pairs from mento.getDirectPairs() for reference */
+    directPairs: TradablePair[];
+}
+/**
+ * Builds the connectivity data structures needed for route generation.
+ *
+ * Transforms a list of direct trading pairs into our ConnectivityData
+ * that allow us to quickly find trading routes.
+ *
+ * **Construction Process:**
+ *
+ * ```
+ * Input: TradablePairs = [
+ *   { id: 'cUSD-CELO', assets: [cUSD, CELO], path: [exchange1_CELO_cUSD] },
+ *   { id: 'CELO-cEUR', assets: [CELO, cEUR], path: [exchange2_CELO_cEUR] }
+ * ]
+ *
+ * Step 1 - Build addrToSymbol map:
+ *   cUSD.address → 'cUSD'
+ *   CELO.address → 'CELO'
+ *   cEUR.address → 'cEUR'
+ *
+ * Step 2 - Build directPathMap (sorted alphabetically for consistency):
+ *   'CELO_addr-cEUR_addr' → exchange2_CELO_cEUR
+ *   'CELO_addr-cUSD_addr' → exchange1_CELO_cUSD
+ *
+ * Step 3 - Build bidirectional tokenGraph:
+ *   cUSD.address → Set([CELO.address])
+ *   CELO.address → Set([cUSD.address, cEUR.address])
+ *   cEUR.address → Set([CELO.address])
+ * ```
+ *
+ * **Result**: We can now efficiently answer:
+ * - "What's the symbol for address X?" → addrToSymbol.get(addr)
+ * - "What exchange connects tokens X and Y?" → directPathMap.get(sortedAddressPairKey)
+ * - "What tokens can I reach from token X?" → tokenGraph.get(X)
+ *
+ * @param directPairs - Array of direct trading pairs
+ * @returns Connectivity data structure for efficient route generation
+ *
+ * @example
+ * ```typescript
+ * const directPairs = [
+ *   { id: 'cUSD-CELO', assets: [cUSD, CELO], path: [exchange1] },
+ *   { id: 'CELO-cEUR', assets: [CELO, cEUR], path: [exchange2] }
+ * ]
+ *
+ * const connectivityData = buildConnectivityStructures(directPairs)
+ *
+ * // Now we can efficiently find routes:
+ * // 1. Check if cUSD connects to anything: connectivityData.tokenGraph.get(cUSD.address) → [CELO.address]
+ * // 2. Check if CELO connects to cEUR: connectivityData.tokenGraph.get(CELO.address) → [cUSD.address, cEUR.address] ✓
+ * // 3. Get exchange details: connectivityData.directPathMap.get('CELO_addr-cEUR_addr') → exchange2_CELO_cEUR
+ * // Result: Found route cUSD → CELO → cEUR with exchange details
+ * ```
+ */
+export declare function buildConnectivityStructures(directPairs: TradablePair[]): ConnectivityData;
+/**
+ * Generates all possible routes (direct + two-hop) using connectivity data.
+ *
+ * This function implements a route discovery algorithm that:
+ *
+ * 1. **Adds all direct pairs** (single-hop routes)
+ * 2. **Discovers two-hop routes** using graph traversal:
+ *    - For each token A, find its neighbors (tokens directly connected)
+ *    - For each neighbor B, find B's neighbors
+ *    - If B connects to token C (C ≠ A), then A->B->C is a valid route
+ *
+ * **Route Deduplication**: Multiple routes between the same token pair
+ * are collected in arrays, allowing the selection algorithm to choose
+ * the best one based on spread data or heuristics.
+ *
+ * **Canonical Pair IDs**: All pairs use alphabetically sorted symbols
+ * (e.g., 'cEUR-cUSD' not 'cUSD-cEUR') for consistent identification.
+ *
+ * @param connectivityData - The connectivity data from buildConnectivityStructures()
+ * @returns Map of pair ID -> array of possible routes for that pair
+ *
+ * @example
+ * ```typescript
+ * // Given direct pairs: cUSD-CELO, CELO-cEUR, cUSD-USDC
+ * const allRoutes = generateAllRoutes(connectivityData)
+ *
+ * // Results might include:
+ * // 'cUSD-CELO' -> [{ path: [cUSD->CELO] }] // direct route
+ * // 'cEUR-cUSD' -> [
+ * //   { path: [cUSD->USDC, USDC->cEUR] } // two-hop via USDC
+ * //   { path: [cUSD->CELO, CELO->cEUR] } // two-hop via CELO
+ * // ]
+ * ```
+ */
+export declare function generateAllRoutes(connectivityData: ConnectivityData): Map<TradablePairID, TradablePair[]>;
+/**
+ * Creates a two-hop tradable pair if valid exchange hops exist.
+ *
+ * 1. **Validates tokens exist** in the asset map
+ * 2. **Finds exchange hops** for both segments of the route
+ * 3. **Creates canonical pair structure** with sorted symbols
+ *
+ * **Route Structure**: The resulting pair represents trading from start->end
+ * via intermediate token, but the assets are ordered alphabetically by symbol
+ * for consistency (canonical form).
+ *
+ * **Path Representation**: The path array contains the actual exchange hops
+ * needed to execute the trade, preserving the routing information.
+ *
+ * @param startToken - Starting token address
+ * @param intermediate - Intermediate token address for routing
+ * @param end - Destination token address
+ * @param assetMap - Map of token address -> Asset details
+ * @param directPathMap - Map of token pairs -> exchange hop details
+ * @returns Route if valid route exists, null otherwise
+ *
+ * @example
+ * ```typescript
+ * // Create route: cUSD -> CELO -> cEUR
+ * const pair = createTwoHopPair(
+ *   '0x765D...', // cUSD address
+ *   '0x471E...', // CELO address
+ *   '0xD876...', // cEUR address
+ *   addrToSymbol,
+ *   directPathMap
+ * )
+ *
+ * // Result:
+ * // {
+ * //   id: 'cEUR-cUSD',           // alphabetical order
+ * //   assets: [cEUR, cUSD],     // alphabetical order
+ * //   path: [                   // actual routing path
+ * //     { cUSD->CELO exchange },
+ * //     { CELO->cEUR exchange }
+ * //   ]
+ * // }
+ * ```
+ */
+export declare function createTwoHopPair(startToken: Address, intermediateToken: Address, endToken: Address, addrToSymbol: Map<Address, TokenSymbol>, directPathMap: Map<string, {
+    providerAddr: Address;
+    id: string;
+    assets: [Address, Address];
+}>): TradablePair | null;
+/**
+ * Selects optimal routes from all candidates based on spread data or heuristics.
+ *
+ * This is the route optimization engine that implements the following logic:
+ *
+ * **For Single Route**: Use it directly (no optimization needed)
+ *
+ * **For Multiple Routes**:
+ * - If `returnAllRoutes=true`: Return all routes (used for cache generation)
+ * - If `returnAllRoutes=false`: Apply optimization to select the best route
+ *
+ * **Route Selection Strategy**: Delegates to `selectBestRoute()` which uses
+ * a multi-tier approach prioritizing cost efficiency and reliability.
+ *
+ * @param allRoutes - Map of pair ID -> array of possible routes
+ * @param returnAllRoutes - Whether to return all routes or optimize selection
+ * @param assetMap - Asset map for token symbol lookups during optimization
+ * @returns Array of selected optimal routes
+ *
+ * @example
+ * ```typescript
+ * // Multiple routes for cUSD-cEUR pair
+ * const candidates = new Map([
+ *   ['cEUR-cUSD', [
+ *     { path: [cUSD->CELO->cEUR], spreadData: { totalSpreadPercent: 0.5 } },
+ *     { path: [cUSD->cREAL->cEUR], spreadData: { totalSpreadPercent: 0.3 } },
+ *     { path: [cUSD->cEUR] } // direct route, no spread data
+ *   ]]
+ * ])
+ *
+ * const optimal = selectOptimalRoutes(candidates, false, assetMap)
+ * // Returns the cUSD->cREAL->cEUR route (lowest spread: 0.3%)
+ * ```
+ */
+export declare function selectOptimalRoutes(allRoutes: Map<TradablePairID, TradablePair[]>, returnAllRoutes: boolean, addrToSymbol: Map<Address, TokenSymbol>): (TradablePair | TradablePairWithSpread)[];
+/**
+ * Selects the best route from candidates using spread data or fallback heuristics.
+ *
+ * This function implements a sophisticated route selection algorithm with
+ * multiple optimization tiers:
+ *
+ * **Tier 1 - Spread-Based Optimization** (Preferred):
+ * - Use routes with spread data (actual cost information)
+ * - Select route with lowest `totalSpreadPercent`
+ * - This provides the most cost-efficient trading
+ *
+ * **Tier 2 - Direct Route Preference** (Fallback):
+ * - If no spread data available, prefer direct (single-hop) routes
+ * - Direct routes have lower execution risk and gas costs
+ *
+ * **Tier 3 - Major Stablecoin Preference** (Final Fallback):
+ * - For two-hop routes, prefer those going through major stablecoins
+ * - Major FX currencies like cUSD and cEUR typically have better liquidity
+ *
+ * **Tier 4 - First Available** (Last Resort):
+ * - If no other heuristics apply, use the first route found
+ *
+ * @param candidates - Array of possible routes for the same token pair
+ * @param assetMap - Asset map for token symbol lookups
+ * @returns The optimal route selected using the tier system
+ *
+ * @example
+ * ```typescript
+ * const candidates = [
+ *   { path: [A->B->C], spreadData: { totalSpreadPercent: 0.8 } },
+ *   { path: [A->D->C], spreadData: { totalSpreadPercent: 0.4 } }, // Winner: lowest spread
+ *   { path: [A->C] }, // direct route, no spread data
+ * ]
+ *
+ * const best = selectBestRoute(candidates, assetMap)
+ * // Returns the A->D->C route (0.4% spread)
+ * ```
+ */
+export declare function selectBestRoute(candidates: TradablePair[], addrToSymbol: Map<Address, TokenSymbol>): TradablePair | TradablePairWithSpread;
+/**
+ * Extracts the intermediate token address from a two-hop route.
+ * In a two-hop route A->B->C, this function finds token B (the intermediate).
+ */
+export declare function getIntermediateToken(route: TradablePair): Address | undefined;
+/**
+ * Type guard to check if a Route has spread data.
+ */
+export declare function hasSpreadData(pair: TradablePair | TradablePairWithSpread): pair is TradablePairWithSpread;
+export {};