@ring-protocol/smart-order-router 0.5.0

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Files changed (606) hide show
  1. package/CHANGELOG.md +255 -0
  2. package/LICENSE +674 -0
  3. package/README.md +307 -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 +186 -0
  26. package/build/main/providers/caching-token-list-provider.d.ts +52 -0
  27. package/build/main/providers/caching-token-list-provider.js +147 -0
  28. package/build/main/providers/caching-token-provider.d.ts +24 -0
  29. package/build/main/providers/caching-token-provider.js +234 -0
  30. package/build/main/providers/eip-1559-gas-price-provider.d.ts +31 -0
  31. package/build/main/providers/eip-1559-gas-price-provider.js +71 -0
  32. package/build/main/providers/eth-estimate-gas-provider.d.ts +21 -0
  33. package/build/main/providers/eth-estimate-gas-provider.js +91 -0
  34. package/build/main/providers/eth-gas-station-info-gas-price-provider.d.ts +19 -0
  35. package/build/main/providers/eth-gas-station-info-gas-price-provider.js +36 -0
  36. package/build/main/providers/fewV2/ring-caching-pool-provider.d.ts +33 -0
  37. package/build/main/providers/fewV2/ring-caching-pool-provider.js +89 -0
  38. package/build/main/providers/fewV2/ring-caching-subgraph-provider.d.ts +19 -0
  39. package/build/main/providers/fewV2/ring-caching-subgraph-provider.js +24 -0
  40. package/build/main/providers/fewV2/ring-pool-provider.d.ts +63 -0
  41. package/build/main/providers/fewV2/ring-pool-provider.js +148 -0
  42. package/build/main/providers/fewV2/ring-quote-provider.d.ts +34 -0
  43. package/build/main/providers/fewV2/ring-quote-provider.js +90 -0
  44. package/build/main/providers/fewV2/ring-static-subgraph-provider.d.ts +24 -0
  45. package/build/main/providers/fewV2/ring-static-subgraph-provider.js +284 -0
  46. package/build/main/providers/fewV2/ring-subgraph-provider-with-fallback.d.ts +16 -0
  47. package/build/main/providers/fewV2/ring-subgraph-provider-with-fallback.js +23 -0
  48. package/build/main/providers/fewV2/ring-subgraph-provider.d.ts +52 -0
  49. package/build/main/providers/fewV2/ring-subgraph-provider.js +183 -0
  50. package/build/main/providers/fewV2/ring-uri-subgraph-provider.d.ts +4 -0
  51. package/build/main/providers/fewV2/ring-uri-subgraph-provider.js +8 -0
  52. package/build/main/providers/gas-price-provider.d.ts +10 -0
  53. package/build/main/providers/gas-price-provider.js +10 -0
  54. package/build/main/providers/index.d.ts +56 -0
  55. package/build/main/providers/index.js +73 -0
  56. package/build/main/providers/legacy-gas-price-provider.d.ts +7 -0
  57. package/build/main/providers/legacy-gas-price-provider.js +18 -0
  58. package/build/main/providers/multicall-provider.d.ts +83 -0
  59. package/build/main/providers/multicall-provider.js +15 -0
  60. package/build/main/providers/multicall-ringswap-provider.d.ts +35 -0
  61. package/build/main/providers/multicall-ringswap-provider.js +164 -0
  62. package/build/main/providers/multicall-uniswap-provider.d.ts +37 -0
  63. package/build/main/providers/multicall-uniswap-provider.js +164 -0
  64. package/build/main/providers/on-chain-gas-price-provider.d.ts +19 -0
  65. package/build/main/providers/on-chain-gas-price-provider.js +37 -0
  66. package/build/main/providers/on-chain-quote-provider.d.ts +260 -0
  67. package/build/main/providers/on-chain-quote-provider.js +702 -0
  68. package/build/main/providers/pool-provider.d.ts +45 -0
  69. package/build/main/providers/pool-provider.js +73 -0
  70. package/build/main/providers/portion-provider.d.ts +86 -0
  71. package/build/main/providers/portion-provider.js +118 -0
  72. package/build/main/providers/provider.d.ts +38 -0
  73. package/build/main/providers/provider.js +3 -0
  74. package/build/main/providers/simulation-provider.d.ts +46 -0
  75. package/build/main/providers/simulation-provider.js +138 -0
  76. package/build/main/providers/static-gas-price-provider.d.ts +7 -0
  77. package/build/main/providers/static-gas-price-provider.js +13 -0
  78. package/build/main/providers/subgraph-provider-with-fallback.d.ts +11 -0
  79. package/build/main/providers/subgraph-provider-with-fallback.js +25 -0
  80. package/build/main/providers/subgraph-provider.d.ts +56 -0
  81. package/build/main/providers/subgraph-provider.js +287 -0
  82. package/build/main/providers/swap-router-provider.d.ts +30 -0
  83. package/build/main/providers/swap-router-provider.js +42 -0
  84. package/build/main/providers/tenderly-simulation-provider.d.ts +63 -0
  85. package/build/main/providers/tenderly-simulation-provider.js +446 -0
  86. package/build/main/providers/token-fee-fetcher.d.ts +31 -0
  87. package/build/main/providers/token-fee-fetcher.js +114 -0
  88. package/build/main/providers/token-properties-provider.d.ts +31 -0
  89. package/build/main/providers/token-properties-provider.js +118 -0
  90. package/build/main/providers/token-provider.d.ts +167 -0
  91. package/build/main/providers/token-provider.js +414 -0
  92. package/build/main/providers/token-validator-provider.d.ts +42 -0
  93. package/build/main/providers/token-validator-provider.js +99 -0
  94. package/build/main/providers/uri-subgraph-provider.d.ts +21 -0
  95. package/build/main/providers/uri-subgraph-provider.js +65 -0
  96. package/build/main/providers/v2/caching-pool-provider.d.ts +33 -0
  97. package/build/main/providers/v2/caching-pool-provider.js +89 -0
  98. package/build/main/providers/v2/caching-subgraph-provider.d.ts +19 -0
  99. package/build/main/providers/v2/caching-subgraph-provider.js +24 -0
  100. package/build/main/providers/v2/pool-provider.d.ts +63 -0
  101. package/build/main/providers/v2/pool-provider.js +148 -0
  102. package/build/main/providers/v2/quote-provider.d.ts +34 -0
  103. package/build/main/providers/v2/quote-provider.js +90 -0
  104. package/build/main/providers/v2/static-subgraph-provider.d.ts +19 -0
  105. package/build/main/providers/v2/static-subgraph-provider.js +183 -0
  106. package/build/main/providers/v2/subgraph-provider-with-fallback.d.ts +16 -0
  107. package/build/main/providers/v2/subgraph-provider-with-fallback.js +23 -0
  108. package/build/main/providers/v2/subgraph-provider.d.ts +52 -0
  109. package/build/main/providers/v2/subgraph-provider.js +334 -0
  110. package/build/main/providers/v2/uri-subgraph-provider.d.ts +4 -0
  111. package/build/main/providers/v2/uri-subgraph-provider.js +8 -0
  112. package/build/main/providers/v3/caching-pool-provider.d.ts +32 -0
  113. package/build/main/providers/v3/caching-pool-provider.js +84 -0
  114. package/build/main/providers/v3/caching-subgraph-provider.d.ts +19 -0
  115. package/build/main/providers/v3/caching-subgraph-provider.js +24 -0
  116. package/build/main/providers/v3/gas-data-provider.d.ts +39 -0
  117. package/build/main/providers/v3/gas-data-provider.js +26 -0
  118. package/build/main/providers/v3/pool-provider.d.ts +77 -0
  119. package/build/main/providers/v3/pool-provider.js +108 -0
  120. package/build/main/providers/v3/static-subgraph-provider.d.ts +21 -0
  121. package/build/main/providers/v3/static-subgraph-provider.js +229 -0
  122. package/build/main/providers/v3/subgraph-provider-with-fallback.d.ts +12 -0
  123. package/build/main/providers/v3/subgraph-provider-with-fallback.js +19 -0
  124. package/build/main/providers/v3/subgraph-provider.d.ts +45 -0
  125. package/build/main/providers/v3/subgraph-provider.js +46 -0
  126. package/build/main/providers/v3/uri-subgraph-provider.d.ts +4 -0
  127. package/build/main/providers/v3/uri-subgraph-provider.js +8 -0
  128. package/build/main/providers/v4/caching-pool-provider.d.ts +24 -0
  129. package/build/main/providers/v4/caching-pool-provider.js +81 -0
  130. package/build/main/providers/v4/caching-subgraph-provider.d.ts +19 -0
  131. package/build/main/providers/v4/caching-subgraph-provider.js +24 -0
  132. package/build/main/providers/v4/euler-swap-hooks-subgraph-provider.d.ts +25 -0
  133. package/build/main/providers/v4/euler-swap-hooks-subgraph-provider.js +160 -0
  134. package/build/main/providers/v4/pool-provider.d.ts +58 -0
  135. package/build/main/providers/v4/pool-provider.js +115 -0
  136. package/build/main/providers/v4/static-subgraph-provider.d.ts +15 -0
  137. package/build/main/providers/v4/static-subgraph-provider.js +78 -0
  138. package/build/main/providers/v4/subgraph-provider-with-fallback.d.ts +5 -0
  139. package/build/main/providers/v4/subgraph-provider-with-fallback.js +12 -0
  140. package/build/main/providers/v4/subgraph-provider.d.ts +63 -0
  141. package/build/main/providers/v4/subgraph-provider.js +63 -0
  142. package/build/main/providers/v4/uri-subgraph-provider.d.ts +4 -0
  143. package/build/main/providers/v4/uri-subgraph-provider.js +8 -0
  144. package/build/main/routers/alpha-router/alpha-router.d.ts +483 -0
  145. package/build/main/routers/alpha-router/alpha-router.js +2267 -0
  146. package/build/main/routers/alpha-router/config.d.ts +4 -0
  147. package/build/main/routers/alpha-router/config.js +129 -0
  148. package/build/main/routers/alpha-router/entities/index.d.ts +1 -0
  149. package/build/main/routers/alpha-router/entities/index.js +18 -0
  150. package/build/main/routers/alpha-router/entities/route-with-valid-quote.d.ts +329 -0
  151. package/build/main/routers/alpha-router/entities/route-with-valid-quote.js +319 -0
  152. package/build/main/routers/alpha-router/functions/best-swap-route.d.ts +25 -0
  153. package/build/main/routers/alpha-router/functions/best-swap-route.js +597 -0
  154. package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.d.ts +3 -0
  155. package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.js +18 -0
  156. package/build/main/routers/alpha-router/functions/compute-all-routes.d.ts +16 -0
  157. package/build/main/routers/alpha-router/functions/compute-all-routes.js +158 -0
  158. package/build/main/routers/alpha-router/functions/get-candidate-pools.d.ts +192 -0
  159. package/build/main/routers/alpha-router/functions/get-candidate-pools.js +3025 -0
  160. package/build/main/routers/alpha-router/gas-models/fewV2/v2-heuristic-gas-model.d.ts +31 -0
  161. package/build/main/routers/alpha-router/gas-models/fewV2/v2-heuristic-gas-model.js +169 -0
  162. package/build/main/routers/alpha-router/gas-models/gas-costs.d.ts +12 -0
  163. package/build/main/routers/alpha-router/gas-models/gas-costs.js +200 -0
  164. package/build/main/routers/alpha-router/gas-models/gas-model.d.ts +111 -0
  165. package/build/main/routers/alpha-router/gas-models/gas-model.js +120 -0
  166. package/build/main/routers/alpha-router/gas-models/index.d.ts +5 -0
  167. package/build/main/routers/alpha-router/gas-models/index.js +22 -0
  168. package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.d.ts +24 -0
  169. package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.js +161 -0
  170. package/build/main/routers/alpha-router/gas-models/ring-gas-model.d.ts +111 -0
  171. package/build/main/routers/alpha-router/gas-models/ring-gas-model.js +169 -0
  172. package/build/main/routers/alpha-router/gas-models/tick-based-heuristic-gas-model.d.ts +21 -0
  173. package/build/main/routers/alpha-router/gas-models/tick-based-heuristic-gas-model.js +366 -0
  174. package/build/main/routers/alpha-router/gas-models/uniswapFewV3/v3-heuristic-gas-model.d.ts +26 -0
  175. package/build/main/routers/alpha-router/gas-models/uniswapFewV3/v3-heuristic-gas-model.js +41 -0
  176. package/build/main/routers/alpha-router/gas-models/uniswapFewV4/v4-heuristic-gas-model.d.ts +15 -0
  177. package/build/main/routers/alpha-router/gas-models/uniswapFewV4/v4-heuristic-gas-model.js +40 -0
  178. package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.d.ts +31 -0
  179. package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.js +169 -0
  180. package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.d.ts +26 -0
  181. package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.js +41 -0
  182. package/build/main/routers/alpha-router/gas-models/v4/v4-heuristic-gas-model.d.ts +15 -0
  183. package/build/main/routers/alpha-router/gas-models/v4/v4-heuristic-gas-model.js +40 -0
  184. package/build/main/routers/alpha-router/index.d.ts +4 -0
  185. package/build/main/routers/alpha-router/index.js +21 -0
  186. package/build/main/routers/alpha-router/quoters/base-quoter.d.ts +78 -0
  187. package/build/main/routers/alpha-router/quoters/base-quoter.js +77 -0
  188. package/build/main/routers/alpha-router/quoters/few-v2-quoter.d.ts +24 -0
  189. package/build/main/routers/alpha-router/quoters/few-v2-quoter.js +141 -0
  190. package/build/main/routers/alpha-router/quoters/index.d.ts +5 -0
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  192. package/build/main/routers/alpha-router/quoters/mixed-quoter.d.ts +34 -0
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  194. package/build/main/routers/alpha-router/quoters/model/index.d.ts +1 -0
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  196. package/build/main/routers/alpha-router/quoters/model/results/get-quotes-result.d.ts +6 -0
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  202. package/build/main/routers/alpha-router/quoters/uniswap-few-v3-quoter.d.ts +19 -0
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  220. package/build/main/routers/router.d.ts +195 -0
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  231. package/build/main/types/other/factories/ITokenValidator__factory.d.ts +22 -0
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  239. package/build/main/types/other/factories/SwapRouter02__factory.d.ts +67 -0
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  243. package/build/main/types/other/factories/V4Quoter__factory.d.ts +37 -0
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  245. package/build/main/types/v2/commons.d.ts +16 -0
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  247. package/build/main/types/v2/factories/IUniswapV2Pair__factory.d.ts +35 -0
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  257. package/build/main/types/v3/factories/UniswapInterfaceMulticall__factory.d.ts +61 -0
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  544. package/build/module/types/other/factories/V4Quoter__factory.d.ts +37 -0
  545. package/build/module/types/other/factories/V4Quoter__factory.js +308 -0
  546. package/build/module/types/v2/commons.d.ts +16 -0
  547. package/build/module/types/v2/commons.js +5 -0
  548. package/build/module/types/v2/factories/IUniswapV2Pair__factory.d.ts +35 -0
  549. package/build/module/types/v2/factories/IUniswapV2Pair__factory.js +667 -0
  550. package/build/module/types/v3/commons.d.ts +16 -0
  551. package/build/module/types/v3/commons.js +5 -0
  552. package/build/module/types/v3/factories/IERC20Metadata__factory.d.ts +35 -0
  553. package/build/module/types/v3/factories/IERC20Metadata__factory.js +238 -0
  554. package/build/module/types/v3/factories/IQuoterV2__factory.d.ts +41 -0
  555. package/build/module/types/v3/factories/IQuoterV2__factory.js +216 -0
  556. package/build/module/types/v3/factories/IUniswapV3PoolState__factory.d.ts +22 -0
  557. package/build/module/types/v3/factories/IUniswapV3PoolState__factory.js +262 -0
  558. package/build/module/types/v3/factories/UniswapInterfaceMulticall__factory.d.ts +61 -0
  559. package/build/module/types/v3/factories/UniswapInterfaceMulticall__factory.js +123 -0
  560. package/build/module/util/addresses.d.ts +34 -0
  561. package/build/module/util/addresses.js +280 -0
  562. package/build/module/util/amounts.d.ts +10 -0
  563. package/build/module/util/amounts.js +82 -0
  564. package/build/module/util/callData.d.ts +1 -0
  565. package/build/module/util/callData.js +3 -0
  566. package/build/module/util/chains.d.ts +75 -0
  567. package/build/module/util/chains.js +772 -0
  568. package/build/module/util/defaultBlocksToLive.d.ts +4 -0
  569. package/build/module/util/defaultBlocksToLive.js +54 -0
  570. package/build/module/util/fewAddress.d.ts +48 -0
  571. package/build/module/util/fewAddress.js +627 -0
  572. package/build/module/util/gas-factory-helpers.d.ts +38 -0
  573. package/build/module/util/gas-factory-helpers.js +575 -0
  574. package/build/module/util/hooksOptions.d.ts +5 -0
  575. package/build/module/util/hooksOptions.js +7 -0
  576. package/build/module/util/index.d.ts +10 -0
  577. package/build/module/util/index.js +11 -0
  578. package/build/module/util/intent.d.ts +6 -0
  579. package/build/module/util/intent.js +10 -0
  580. package/build/module/util/l2FeeChains.d.ts +2 -0
  581. package/build/module/util/l2FeeChains.js +15 -0
  582. package/build/module/util/log.d.ts +3 -0
  583. package/build/module/util/log.js +93 -0
  584. package/build/module/util/methodParameters.d.ts +5 -0
  585. package/build/module/util/methodParameters.js +176 -0
  586. package/build/module/util/metric.d.ts +48 -0
  587. package/build/module/util/metric.js +53 -0
  588. package/build/module/util/mixedRouteFilterOutV4Pools.d.ts +3 -0
  589. package/build/module/util/mixedRouteFilterOutV4Pools.js +12 -0
  590. package/build/module/util/onchainQuoteProviderConfigs.d.ts +42 -0
  591. package/build/module/util/onchainQuoteProviderConfigs.js +74 -0
  592. package/build/module/util/pool.d.ts +5 -0
  593. package/build/module/util/pool.js +43 -0
  594. package/build/module/util/protocols.d.ts +2 -0
  595. package/build/module/util/protocols.js +18 -0
  596. package/build/module/util/routes.d.ts +11 -0
  597. package/build/module/util/routes.js +147 -0
  598. package/build/module/util/serializeRouteIds.d.ts +2 -0
  599. package/build/module/util/serializeRouteIds.js +7 -0
  600. package/build/module/util/simple-perf-tracker.d.ts +27 -0
  601. package/build/module/util/simple-perf-tracker.js +161 -0
  602. package/build/module/util/tenderlySimulationErrorBreakDown.d.ts +3 -0
  603. package/build/module/util/tenderlySimulationErrorBreakDown.js +29 -0
  604. package/build/module/util/unsupported-tokens.d.ts +37 -0
  605. package/build/module/util/unsupported-tokens.js +1116 -0
  606. package/package.json +127 -0
@@ -0,0 +1,586 @@
1
+ import { BigNumber } from '@ethersproject/bignumber';
2
+ import { Protocol } from '@ring-protocol/router-sdk';
3
+ import { Fraction, /*Token,*/ TradeType } from '@ring-protocol/sdk-core';
4
+ import JSBI from 'jsbi';
5
+ import _ /*,{ sum }*/ from 'lodash';
6
+ import FixedReverseHeap from 'mnemonist/fixed-reverse-heap';
7
+ import Queue from 'mnemonist/queue';
8
+ import { HAS_L1_FEE, V2_SUPPORTED, V4_SUPPORTED, WRAPPED_NATIVE_CURRENCY, } from '../../../util';
9
+ import { CurrencyAmount } from '../../../util/amounts';
10
+ import { log } from '../../../util/log';
11
+ import { metric, MetricLoggerUnit } from '../../../util/metric';
12
+ import { /*routeAmountsToString,*/ routeToString } from '../../../util/routes';
13
+ import { usdGasTokensByChain } from '../gas-models';
14
+ export async function getBestSwapRoute(amount, percents, routesWithValidQuotes, routeType, chainId, routingConfig, portionProvider, v2GasModel, v3GasModel, v4GasModel, swapConfig, providerConfig) {
15
+ const now = Date.now();
16
+ const { forceMixedRoutes } = routingConfig;
17
+ /// Like with forceCrossProtocol, we apply that logic here when determining the bestSwapRoute
18
+ if (forceMixedRoutes) {
19
+ log.info({
20
+ forceMixedRoutes: forceMixedRoutes,
21
+ }, 'Forcing mixed routes by filtering out other route types');
22
+ routesWithValidQuotes = _.filter(routesWithValidQuotes, (quotes) => {
23
+ return quotes.protocol === Protocol.MIXED;
24
+ });
25
+ if (!routesWithValidQuotes) {
26
+ return null;
27
+ }
28
+ }
29
+ // Build a map of percentage of the input to list of valid quotes.
30
+ // Quotes can be null for a variety of reasons (not enough liquidity etc), so we drop them here too.
31
+ const percentToQuotes = {};
32
+ for (const routeWithValidQuote of routesWithValidQuotes) {
33
+ if (!percentToQuotes[routeWithValidQuote.percent]) {
34
+ percentToQuotes[routeWithValidQuote.percent] = [];
35
+ }
36
+ percentToQuotes[routeWithValidQuote.percent].push(routeWithValidQuote);
37
+ }
38
+ metric.putMetric('BuildRouteWithValidQuoteObjects', Date.now() - now, MetricLoggerUnit.Milliseconds);
39
+ // Given all the valid quotes for each percentage find the optimal route.
40
+ const getBestSwapRouteByStartTime = Date.now();
41
+ const swapRoute = await getBestSwapRouteBy(routeType, percentToQuotes, percents, chainId, (rq) => rq.quoteAdjustedForGas, routingConfig, portionProvider, v2GasModel, v3GasModel, v4GasModel, swapConfig, providerConfig);
42
+ const getBestSwapRouteByLatencyMs = Date.now() - getBestSwapRouteByStartTime;
43
+ // Add latency metrics.
44
+ metric.putMetric('GetBestSwapRouteByLatency', getBestSwapRouteByLatencyMs, MetricLoggerUnit.Milliseconds);
45
+ metric.putMetric(`GetBestSwapRouteByLatency_Chain${chainId}`, getBestSwapRouteByLatencyMs, MetricLoggerUnit.Milliseconds);
46
+ // It is possible we were unable to find any valid route given the quotes.
47
+ if (!swapRoute) {
48
+ return null;
49
+ }
50
+ // Due to potential loss of precision when taking percentages of the input it is possible that the sum of the amounts of each
51
+ // route of our optimal quote may not add up exactly to exactIn or exactOut.
52
+ //
53
+ // We check this here, and if there is a mismatch
54
+ // add the missing amount to a random route. The missing amount size should be neglible so the quote should still be highly accurate.
55
+ const { routes: routeAmounts } = swapRoute;
56
+ const totalAmount = _.reduce(routeAmounts, (total, routeAmount) => addFn(total, routeAmount.amount), CurrencyAmount.fromRawAmount(routeAmounts[0].amount.currency, 0));
57
+ const fewAmount = CurrencyAmount.fromRawAmount(totalAmount.currency, amount.quotient);
58
+ const missingAmount = fewAmount.subtract(totalAmount);
59
+ // const fewMissingAmount = CurrencyAmount.fromRawAmount(totalAmount.currency, 0);
60
+ if (missingAmount.greaterThan(0)) {
61
+ log.info({
62
+ missingAmount: missingAmount.quotient.toString(),
63
+ }, `Optimal route's amounts did not equal exactIn/exactOut total. Adding missing amount to last route in array.`);
64
+ routeAmounts[routeAmounts.length - 1].amount =
65
+ routeAmounts[routeAmounts.length - 1].amount.add(missingAmount);
66
+ }
67
+ // log.info(
68
+ // {
69
+ // routes: routeAmountsToString(routeAmounts),
70
+ // numSplits: routeAmounts.length,
71
+ // amount: amount.toExact(),
72
+ // quote: swapRoute.quote.toExact(),
73
+ // quoteGasAdjusted: swapRoute.quoteGasAdjusted.toFixed(
74
+ // Math.min(swapRoute.quoteGasAdjusted.currency.decimals, 2)
75
+ // ),
76
+ // estimatedGasUSD: swapRoute.estimatedGasUsedUSD.toFixed(
77
+ // Math.min(swapRoute.estimatedGasUsedUSD.currency.decimals, 2)
78
+ // ),
79
+ // estimatedGasToken: swapRoute.estimatedGasUsedQuoteToken.toFixed(
80
+ // Math.min(swapRoute.estimatedGasUsedQuoteToken.currency.decimals, 2)
81
+ // ),
82
+ // },
83
+ // `Found best swap route. ${routeAmounts.length} split.`
84
+ // );
85
+ return swapRoute;
86
+ }
87
+ export function addFn(first, second) {
88
+ // invariant(first.currency.equals(second.currency), 'CURRENCY')
89
+ // const added = first.add(second)
90
+ // console.log("[addFn] -- added=", added.toExact());
91
+ let addedFraction;
92
+ const otherParsed = second.asFraction;
93
+ if (JSBI.equal(first.denominator, otherParsed.denominator)) {
94
+ addedFraction = new Fraction(JSBI.add(first.numerator, otherParsed.numerator), first.denominator);
95
+ }
96
+ else {
97
+ addedFraction = new Fraction(JSBI.add(JSBI.multiply(first.numerator, otherParsed.denominator), JSBI.multiply(otherParsed.numerator, first.denominator)), JSBI.multiply(first.denominator, otherParsed.denominator));
98
+ }
99
+ return CurrencyAmount.fromFractionalAmount(first.currency, addedFraction.numerator, addedFraction.denominator);
100
+ }
101
+ export async function getBestSwapRouteBy(routeType, percentToQuotes, percents, chainId, by, routingConfig, portionProvider, v2GasModel, v3GasModel, v4GasModel, swapConfig, providerConfig) {
102
+ var _a;
103
+ // Build a map of percentage to sorted list of quotes, with the biggest quote being first in the list.
104
+ const percentToSortedQuotes = _.mapValues(percentToQuotes, (routeQuotes) => {
105
+ return routeQuotes.sort((routeQuoteA, routeQuoteB) => {
106
+ if (routeType == TradeType.EXACT_INPUT) {
107
+ return by(routeQuoteA).greaterThan(by(routeQuoteB)) ? -1 : 1;
108
+ }
109
+ else {
110
+ return by(routeQuoteA).lessThan(by(routeQuoteB)) ? -1 : 1;
111
+ }
112
+ });
113
+ });
114
+ const quoteCompFn = routeType == TradeType.EXACT_INPUT
115
+ ? (a, b) => a.greaterThan(b)
116
+ : (a, b) => a.lessThan(b);
117
+ const sumFn = (currencyAmounts) => {
118
+ let sum = currencyAmounts[0];
119
+ for (let i = 1; i < currencyAmounts.length; i++) {
120
+ sum = sum.add(currencyAmounts[i]);
121
+ }
122
+ return sum;
123
+ };
124
+ //compatible with few
125
+ //ts-ignore
126
+ const _sumFnFew = (currencyAmounts) => {
127
+ let sum = currencyAmounts[0];
128
+ // const theFirstIsFewToken = isFewCurrency(sum.currency);
129
+ for (let i = 1; i < currencyAmounts.length; i++) {
130
+ const currencyAmount = currencyAmounts[i];
131
+ // const currencyAsToken = currencyAmounts[i]!.currency as Token;
132
+ // if (isFewCurrency(currencyAsToken) === theFirstIsFewToken) {
133
+ sum = addFn(sum, currencyAmount);
134
+ // continue;
135
+ // }
136
+ // if (theFirstIsFewToken) {
137
+ // console.log("[sumFnFew] -- 添加fw", currencyAsToken.symbol);
138
+ // //convert to few token
139
+ // let temp_currencyAmount = CurrencyAmount.fromFractionalAmount(getFewTokenFromOriginalToken(currencyAsToken, chainId), currencyAmount.numerator, currencyAmount.denominator);
140
+ // sum = sum.add(temp_currencyAmount);
141
+ // console.log("[sumFnFew] --success 添加fw");
142
+ // }
143
+ // else {
144
+ // console.log("[sumFnFew] -- 去掉fw", currencyAsToken.symbol);
145
+ // //convert to none few token
146
+ // const unwrap_token = new Token(chainId, currencyAsToken.address, currencyAsToken.decimals, currencyAsToken.symbol?.replace(/^fw/i, ''), undefined);
147
+ // const temp_currencyAmount = CurrencyAmount.fromFractionalAmount(unwrap_token, currencyAmount.numerator, currencyAmount.denominator);
148
+ // console.log("[sumFnFew] -- temp_currencyAmount=", temp_currencyAmount);
149
+ // sum = sum.add(temp_currencyAmount);
150
+ // console.log("[sumFnFew] --success 去掉fw");
151
+ // }
152
+ }
153
+ return sum;
154
+ };
155
+ let bestQuote;
156
+ let bestSwap;
157
+ // Min-heap for tracking the 5 best swaps given some number of splits.
158
+ const bestSwapsPerSplit = new FixedReverseHeap(Array, (a, b) => {
159
+ return quoteCompFn(a.quote, b.quote) ? -1 : 1;
160
+ }, 3);
161
+ const { minSplits, maxSplits, forceCrossProtocol } = routingConfig;
162
+ if (!percentToSortedQuotes[100] || minSplits > 1 || forceCrossProtocol) {
163
+ log.info({
164
+ percentToSortedQuotes: _.mapValues(percentToSortedQuotes, (p) => p.length),
165
+ }, 'Did not find a valid route without any splits. Continuing search anyway.');
166
+ }
167
+ else {
168
+ bestQuote = by(percentToSortedQuotes[100][0]);
169
+ bestSwap = [percentToSortedQuotes[100][0]];
170
+ for (const routeWithQuote of percentToSortedQuotes[100].slice(0, 5)) {
171
+ bestSwapsPerSplit.push({
172
+ quote: by(routeWithQuote),
173
+ routes: [routeWithQuote],
174
+ });
175
+ }
176
+ }
177
+ // We do a BFS. Each additional node in a path represents us adding an additional split to the route.
178
+ const queue = new Queue();
179
+ // First we seed BFS queue with the best quotes for each percentage.
180
+ // i.e. [best quote when sending 10% of amount, best quote when sending 20% of amount, ...]
181
+ // We will explore the various combinations from each node.
182
+ for (let i = percents.length; i >= 0; i--) {
183
+ const percent = percents[i];
184
+ if (!percentToSortedQuotes[percent]) {
185
+ continue;
186
+ }
187
+ queue.enqueue({
188
+ curRoutes: [percentToSortedQuotes[percent][0]],
189
+ percentIndex: i,
190
+ remainingPercent: 100 - percent,
191
+ special: false,
192
+ });
193
+ if (!percentToSortedQuotes[percent] ||
194
+ !percentToSortedQuotes[percent][1]) {
195
+ continue;
196
+ }
197
+ queue.enqueue({
198
+ curRoutes: [percentToSortedQuotes[percent][1]],
199
+ percentIndex: i,
200
+ remainingPercent: 100 - percent,
201
+ special: true,
202
+ });
203
+ }
204
+ let splits = 1;
205
+ let startedSplit = Date.now();
206
+ while (queue.size > 0) {
207
+ metric.putMetric(`Split${splits}Done`, Date.now() - startedSplit, MetricLoggerUnit.Milliseconds);
208
+ metric.putMetric(`Split${splits}Done_Chain${chainId}`, Date.now() - startedSplit, MetricLoggerUnit.Milliseconds);
209
+ startedSplit = Date.now();
210
+ log.info({
211
+ top5: _.map(Array.from(bestSwapsPerSplit.consume()), (q) => `${q.quote.toExact()} (${_(q.routes)
212
+ .map((r) => r.toString())
213
+ .join(', ')})`),
214
+ onQueue: queue.size,
215
+ }, `Top 3 with ${splits} splits`);
216
+ bestSwapsPerSplit.clear();
217
+ // Size of the queue at this point is the number of potential routes we are investigating for the given number of splits.
218
+ let layer = queue.size;
219
+ splits++;
220
+ // If we didn't improve our quote by adding another split, very unlikely to improve it by splitting more after that.
221
+ if (splits >= 3 && bestSwap && bestSwap.length < splits - 1) {
222
+ break;
223
+ }
224
+ if (splits > maxSplits) {
225
+ log.info('Max splits reached. Stopping search.');
226
+ metric.putMetric(`MaxSplitsHitReached`, 1, MetricLoggerUnit.Count);
227
+ break;
228
+ }
229
+ while (layer > 0) {
230
+ layer--;
231
+ const { remainingPercent, curRoutes, percentIndex, special } = queue.dequeue();
232
+ // For all other percentages, add a new potential route.
233
+ // E.g. if our current aggregated route if missing 50%, we will create new nodes and add to the queue for:
234
+ // 50% + new 10% route, 50% + new 20% route, etc.
235
+ for (let i = percentIndex; i >= 0; i--) {
236
+ const percentA = percents[i];
237
+ if (percentA > remainingPercent) {
238
+ continue;
239
+ }
240
+ // At some point the amount * percentage is so small that the quoter is unable to get
241
+ // a quote. In this case there could be no quotes for that percentage.
242
+ if (!percentToSortedQuotes[percentA]) {
243
+ continue;
244
+ }
245
+ const candidateRoutesA = percentToSortedQuotes[percentA];
246
+ // Find the best route in the complimentary percentage that doesn't re-use a pool already
247
+ // used in the current route. Re-using pools is not allowed as each swap through a pool changes its liquidity,
248
+ // so it would make the quotes inaccurate.
249
+ const routeWithQuoteA = findFirstRouteNotUsingUsedPools(curRoutes, candidateRoutesA, forceCrossProtocol);
250
+ if (!routeWithQuoteA) {
251
+ continue;
252
+ }
253
+ const remainingPercentNew = remainingPercent - percentA;
254
+ const curRoutesNew = [...curRoutes, routeWithQuoteA];
255
+ // If we've found a route combination that uses all 100%, and it has at least minSplits, update our best route.
256
+ if (remainingPercentNew == 0 && splits >= minSplits) {
257
+ const quotesNew = _.map(curRoutesNew, (r) => by(r));
258
+ const quoteNew = _sumFnFew(quotesNew);
259
+ let gasCostL1QuoteToken = CurrencyAmount.fromRawAmount(quoteNew.currency, 0);
260
+ if (HAS_L1_FEE.includes(chainId)) {
261
+ if (v2GasModel == undefined &&
262
+ v3GasModel == undefined &&
263
+ v4GasModel == undefined) {
264
+ throw new Error("Can't compute L1 gas fees.");
265
+ }
266
+ else {
267
+ // ROUTE-249: consoliate L1 + L2 gas fee adjustment within best-swap-route
268
+ const v2Routes = curRoutesNew.filter((routes) => routes.protocol === Protocol.V2);
269
+ if (v2Routes.length > 0 && V2_SUPPORTED.includes(chainId)) {
270
+ if (v2GasModel) {
271
+ const v2GasCostL1 = await v2GasModel.calculateL1GasFees(v2Routes);
272
+ gasCostL1QuoteToken = gasCostL1QuoteToken.add(v2GasCostL1.gasCostL1QuoteToken);
273
+ }
274
+ }
275
+ const v3Routes = curRoutesNew.filter((routes) => routes.protocol === Protocol.V3);
276
+ if (v3Routes.length > 0) {
277
+ if (v3GasModel) {
278
+ const v3GasCostL1 = await v3GasModel.calculateL1GasFees(v3Routes);
279
+ gasCostL1QuoteToken = gasCostL1QuoteToken.add(v3GasCostL1.gasCostL1QuoteToken);
280
+ }
281
+ }
282
+ const v4Routes = curRoutesNew.filter((routes) => routes.protocol === Protocol.V4);
283
+ if (v4Routes.length > 0 && V4_SUPPORTED.includes(chainId)) {
284
+ if (v4GasModel) {
285
+ const v4GasCostL1 = await v4GasModel.calculateL1GasFees(v4Routes);
286
+ gasCostL1QuoteToken = gasCostL1QuoteToken.add(v4GasCostL1.gasCostL1QuoteToken);
287
+ }
288
+ }
289
+ }
290
+ }
291
+ const quoteAfterL1Adjust = routeType == TradeType.EXACT_INPUT
292
+ ? quoteNew.subtract(gasCostL1QuoteToken)
293
+ : quoteNew.add(gasCostL1QuoteToken);
294
+ bestSwapsPerSplit.push({
295
+ quote: quoteAfterL1Adjust,
296
+ routes: curRoutesNew,
297
+ });
298
+ if (!bestQuote || quoteCompFn(quoteAfterL1Adjust, bestQuote)) {
299
+ bestQuote = quoteAfterL1Adjust;
300
+ bestSwap = curRoutesNew;
301
+ // Temporary experiment.
302
+ if (special) {
303
+ metric.putMetric(`BestSwapNotPickingBestForPercent`, 1, MetricLoggerUnit.Count);
304
+ }
305
+ }
306
+ }
307
+ else {
308
+ queue.enqueue({
309
+ curRoutes: curRoutesNew,
310
+ remainingPercent: remainingPercentNew,
311
+ percentIndex: i,
312
+ special,
313
+ });
314
+ }
315
+ }
316
+ }
317
+ }
318
+ if (!bestSwap) {
319
+ log.info(`Could not find a valid swap`);
320
+ return undefined;
321
+ }
322
+ const postSplitNow = Date.now();
323
+ let quoteGasAdjusted = _sumFnFew(_.map(bestSwap, (routeWithValidQuote) => routeWithValidQuote.quoteAdjustedForGas));
324
+ // this calculates the base gas used
325
+ // if on L1, its the estimated gas used based on hops and ticks across all the routes
326
+ // if on L2, its the gas used on the L2 based on hops and ticks across all the routes
327
+ const estimatedGasUsed = _(bestSwap)
328
+ .map((routeWithValidQuote) => routeWithValidQuote.gasEstimate)
329
+ .reduce((sum, routeWithValidQuote) => sum.add(routeWithValidQuote), BigNumber.from(0));
330
+ if (!usdGasTokensByChain[chainId] || !usdGasTokensByChain[chainId][0]) {
331
+ // Each route can use a different stablecoin to account its gas costs.
332
+ // They should all be pegged, and this is just an estimate, so we do a merge
333
+ // to an arbitrary stable.
334
+ throw new Error(`Could not find a USD token for computing gas costs on ${chainId}`);
335
+ }
336
+ const usdToken = usdGasTokensByChain[chainId][0];
337
+ const usdTokenDecimals = usdToken.decimals;
338
+ // if on L2, calculate the L1 security fee
339
+ const gasCostsL1ToL2 = {
340
+ gasUsedL1: BigNumber.from(0),
341
+ gasUsedL1OnL2: BigNumber.from(0),
342
+ gasCostL1USD: CurrencyAmount.fromRawAmount(usdToken, 0),
343
+ gasCostL1QuoteToken: CurrencyAmount.fromRawAmount(
344
+ // eslint-disable-next-line @typescript-eslint/no-non-null-asserted-optional-chain
345
+ (_a = bestSwap[0]) === null || _a === void 0 ? void 0 : _a.quoteToken, 0),
346
+ };
347
+ // If swapping on an L2 that includes a L1 security fee, calculate the fee and include it in the gas adjusted quotes
348
+ if (HAS_L1_FEE.includes(chainId)) {
349
+ // ROUTE-249: consoliate L1 + L2 gas fee adjustment within best-swap-route
350
+ if (v2GasModel == undefined &&
351
+ v3GasModel == undefined &&
352
+ v4GasModel == undefined) {
353
+ throw new Error("Can't compute L1 gas fees.");
354
+ }
355
+ else {
356
+ // Before v2 deploy everywhere, a quote on L2 can only go through v3 protocol,
357
+ // so a split between v2 and v3 is not possible.
358
+ // After v2 deploy everywhere, a quote on L2 can go through v2 AND v3 protocol.
359
+ // Since a split is possible now, the gas cost will be the summation of both v2 and v3 gas models.
360
+ // So as long as any route contains v2/v3 protocol, we will calculate the gas cost accumulatively.
361
+ const v2Routes = bestSwap.filter((routes) => routes.protocol === Protocol.V2);
362
+ if (v2Routes.length > 0 && V2_SUPPORTED.includes(chainId)) {
363
+ if (v2GasModel) {
364
+ const v2GasCostL1 = await v2GasModel.calculateL1GasFees(v2Routes);
365
+ gasCostsL1ToL2.gasUsedL1 = gasCostsL1ToL2.gasUsedL1.add(v2GasCostL1.gasUsedL1);
366
+ gasCostsL1ToL2.gasUsedL1OnL2 = gasCostsL1ToL2.gasUsedL1OnL2.add(v2GasCostL1.gasUsedL1OnL2);
367
+ if (gasCostsL1ToL2.gasCostL1USD.currency.equals(v2GasCostL1.gasCostL1USD.currency)) {
368
+ gasCostsL1ToL2.gasCostL1USD = gasCostsL1ToL2.gasCostL1USD.add(v2GasCostL1.gasCostL1USD);
369
+ }
370
+ else {
371
+ // This is to handle the case where gasCostsL1ToL2.gasCostL1USD and v2GasCostL1.gasCostL1USD have different currencies.
372
+ //
373
+ // gasCostsL1ToL2.gasCostL1USD was initially hardcoded to CurrencyAmount.fromRawAmount(usdGasTokensByChain[chainId]![0]!, 0)
374
+ // (https://github.com/Uniswap/smart-order-router/blob/main/src/routers/alpha-router/functions/best-swap-route.ts#L438)
375
+ // , where usdGasTokensByChain is coded in the descending order of decimals per chain,
376
+ // e.g. Arbitrum_one DAI (18 decimals), USDC bridged (6 decimals), USDC native (6 decimals)
377
+ // so gasCostsL1ToL2.gasCostL1USD will have DAI as currency.
378
+ //
379
+ // For v2GasCostL1.gasCostL1USD, it's calculated within getHighestLiquidityUSDPool among usdGasTokensByChain[chainId]!,
380
+ // (https://github.com/Uniswap/smart-order-router/blob/b970aedfec8a9509f9e22f14cc5c11be54d47b35/src/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.ts#L220)
381
+ // , so the code will actually see which USD pool has the highest liquidity, if any.
382
+ // e.g. Arbitrum_one on v2 only has liquidity on USDC native
383
+ // so v2GasCostL1.gasCostL1USD will have USDC native as currency.
384
+ //
385
+ // We will re-assign gasCostsL1ToL2.gasCostL1USD to v2GasCostL1.gasCostL1USD in this case.
386
+ gasCostsL1ToL2.gasCostL1USD = v2GasCostL1.gasCostL1USD;
387
+ }
388
+ gasCostsL1ToL2.gasCostL1QuoteToken =
389
+ gasCostsL1ToL2.gasCostL1QuoteToken.add(v2GasCostL1.gasCostL1QuoteToken);
390
+ }
391
+ }
392
+ const v3Routes = bestSwap.filter((routes) => routes.protocol === Protocol.V3);
393
+ if (v3Routes.length > 0) {
394
+ if (v3GasModel) {
395
+ const v3GasCostL1 = await v3GasModel.calculateL1GasFees(v3Routes);
396
+ gasCostsL1ToL2.gasUsedL1 = gasCostsL1ToL2.gasUsedL1.add(v3GasCostL1.gasUsedL1);
397
+ gasCostsL1ToL2.gasUsedL1OnL2 = gasCostsL1ToL2.gasUsedL1OnL2.add(v3GasCostL1.gasUsedL1OnL2);
398
+ if (gasCostsL1ToL2.gasCostL1USD.currency.equals(v3GasCostL1.gasCostL1USD.currency)) {
399
+ gasCostsL1ToL2.gasCostL1USD = gasCostsL1ToL2.gasCostL1USD.add(v3GasCostL1.gasCostL1USD);
400
+ }
401
+ else {
402
+ // This is to handle the case where gasCostsL1ToL2.gasCostL1USD and v3GasCostL1.gasCostL1USD have different currencies.
403
+ //
404
+ // gasCostsL1ToL2.gasCostL1USD was initially hardcoded to CurrencyAmount.fromRawAmount(usdGasTokensByChain[chainId]![0]!, 0)
405
+ // (https://github.com/Uniswap/smart-order-router/blob/main/src/routers/alpha-router/functions/best-swap-route.ts#L438)
406
+ // , where usdGasTokensByChain is coded in the descending order of decimals per chain,
407
+ // e.g. Arbitrum_one DAI (18 decimals), USDC bridged (6 decimals), USDC native (6 decimals)
408
+ // so gasCostsL1ToL2.gasCostL1USD will have DAI as currency.
409
+ //
410
+ // For v3GasCostL1.gasCostL1USD, it's calculated within getHighestLiquidityV3USDPool among usdGasTokensByChain[chainId]!,
411
+ // (https://github.com/Uniswap/smart-order-router/blob/1c93e133c46af545f8a3d8af7fca3f1f2dcf597d/src/util/gas-factory-helpers.ts#L110)
412
+ // , so the code will actually see which USD pool has the highest liquidity, if any.
413
+ // e.g. Arbitrum_one on v3 has highest liquidity on USDC native
414
+ // so v3GasCostL1.gasCostL1USD will have USDC native as currency.
415
+ //
416
+ // We will re-assign gasCostsL1ToL2.gasCostL1USD to v3GasCostL1.gasCostL1USD in this case.
417
+ gasCostsL1ToL2.gasCostL1USD = v3GasCostL1.gasCostL1USD;
418
+ }
419
+ gasCostsL1ToL2.gasCostL1QuoteToken =
420
+ gasCostsL1ToL2.gasCostL1QuoteToken.add(v3GasCostL1.gasCostL1QuoteToken);
421
+ }
422
+ }
423
+ const v4Routes = bestSwap.filter((routes) => routes.protocol === Protocol.V4);
424
+ if (v4Routes.length > 0 && V4_SUPPORTED.includes(chainId)) {
425
+ if (v4GasModel) {
426
+ const v4GasCostL1 = await v4GasModel.calculateL1GasFees(v4Routes);
427
+ gasCostsL1ToL2.gasUsedL1 = gasCostsL1ToL2.gasUsedL1.add(v4GasCostL1.gasUsedL1);
428
+ gasCostsL1ToL2.gasUsedL1OnL2 = gasCostsL1ToL2.gasUsedL1OnL2.add(v4GasCostL1.gasUsedL1OnL2);
429
+ if (gasCostsL1ToL2.gasCostL1USD.currency.equals(v4GasCostL1.gasCostL1USD.currency)) {
430
+ gasCostsL1ToL2.gasCostL1USD = gasCostsL1ToL2.gasCostL1USD.add(v4GasCostL1.gasCostL1USD);
431
+ }
432
+ else {
433
+ // This is to handle the case where gasCostsL1ToL2.gasCostL1USD and v4GasCostL1.gasCostL1USD have different currencies.
434
+ //
435
+ // gasCostsL1ToL2.gasCostL1USD was initially hardcoded to CurrencyAmount.fromRawAmount(usdGasTokensByChain[chainId]![0]!, 0)
436
+ // (https://github.com/Uniswap/smart-order-router/blob/main/src/routers/alpha-router/functions/best-swap-route.ts#L438)
437
+ // , where usdGasTokensByChain is coded in the descending order of decimals per chain,
438
+ // e.g. Arbitrum_one DAI (18 decimals), USDC bridged (6 decimals), USDC native (6 decimals)
439
+ // so gasCostsL1ToL2.gasCostL1USD will have DAI as currency.
440
+ //
441
+ // For v4GasCostL1.gasCostL1USD, it's calculated within getHighestLiquidityV3USDPool among usdGasTokensByChain[chainId]!,
442
+ // (https://github.com/Uniswap/smart-order-router/blob/1c93e133c46af545f8a3d8af7fca3f1f2dcf597d/src/util/gas-factory-helpers.ts#L110)
443
+ // , so the code will actually see which USD pool has the highest liquidity, if any.
444
+ // e.g. Arbitrum_one on v3 has highest liquidity on USDC native
445
+ // so v4GasCostL1.gasCostL1USD will have USDC native as currency.
446
+ //
447
+ // We will re-assign gasCostsL1ToL2.gasCostL1USD to v3GasCostL1.gasCostL1USD in this case.
448
+ gasCostsL1ToL2.gasCostL1USD = v4GasCostL1.gasCostL1USD;
449
+ }
450
+ gasCostsL1ToL2.gasCostL1QuoteToken =
451
+ gasCostsL1ToL2.gasCostL1QuoteToken.add(v4GasCostL1.gasCostL1QuoteToken);
452
+ }
453
+ }
454
+ }
455
+ }
456
+ const { gasUsedL1OnL2, gasCostL1USD, gasCostL1QuoteToken } = gasCostsL1ToL2;
457
+ // For each gas estimate, normalize decimals to that of the chosen usd token.
458
+ const estimatedGasUsedUSDs = _(bestSwap)
459
+ .map((routeWithValidQuote) => {
460
+ // TODO: will error if gasToken has decimals greater than usdToken
461
+ const decimalsDiff = usdTokenDecimals - routeWithValidQuote.gasCostInUSD.currency.decimals;
462
+ if (decimalsDiff == 0) {
463
+ return CurrencyAmount.fromRawAmount(usdToken, routeWithValidQuote.gasCostInUSD.quotient);
464
+ }
465
+ if (decimalsDiff < 0) {
466
+ // Handle negative decimals difference by using division instead of multiplication
467
+ log.warn(`Decimals diff is negative: ${decimalsDiff}. Using division to handle this case.
468
+ usdTokenDecimals ${usdTokenDecimals} routeWithValidQuote.gasCostInUSD.currency.decimals
469
+ ${routeWithValidQuote.gasCostInUSD.currency.decimals}`);
470
+ return CurrencyAmount.fromRawAmount(usdToken, JSBI.divide(routeWithValidQuote.gasCostInUSD.quotient, JSBI.exponentiate(JSBI.BigInt(10), JSBI.BigInt(-decimalsDiff))));
471
+ }
472
+ return CurrencyAmount.fromRawAmount(usdToken, JSBI.multiply(routeWithValidQuote.gasCostInUSD.quotient, JSBI.exponentiate(JSBI.BigInt(10), JSBI.BigInt(decimalsDiff))));
473
+ })
474
+ .value();
475
+ let estimatedGasUsedUSD = sumFn(estimatedGasUsedUSDs);
476
+ // if they are different usd pools, convert to the usdToken
477
+ if (estimatedGasUsedUSD.currency != gasCostL1USD.currency) {
478
+ const decimalsDiff = usdTokenDecimals - gasCostL1USD.currency.decimals;
479
+ estimatedGasUsedUSD = estimatedGasUsedUSD.add(CurrencyAmount.fromRawAmount(usdToken, JSBI.multiply(gasCostL1USD.quotient, JSBI.exponentiate(JSBI.BigInt(10), JSBI.BigInt(decimalsDiff)))));
480
+ }
481
+ else {
482
+ estimatedGasUsedUSD = estimatedGasUsedUSD.add(gasCostL1USD);
483
+ }
484
+ log.info({
485
+ estimatedGasUsedUSD: estimatedGasUsedUSD.toExact(),
486
+ normalizedUsdToken: usdToken,
487
+ routeUSDGasEstimates: _.map(bestSwap, (b) => `${b.percent}% ${routeToString(b.route)} ${b.gasCostInUSD.toExact()}`),
488
+ flatL1GasCostUSD: gasCostL1USD.toExact(),
489
+ }, 'USD gas estimates of best route');
490
+ const estimatedGasUsedQuoteToken = _sumFnFew(_.map(bestSwap, (routeWithValidQuote) => routeWithValidQuote.gasCostInToken)).add(gasCostL1QuoteToken);
491
+ let estimatedGasUsedGasToken;
492
+ if (routingConfig.gasToken) {
493
+ // sum the gas costs in the gas token across all routes
494
+ // if there is a route with undefined gasCostInGasToken, throw an error
495
+ if (bestSwap.some((routeWithValidQuote) => routeWithValidQuote.gasCostInGasToken === undefined)) {
496
+ log.info({
497
+ bestSwap,
498
+ routingConfig,
499
+ }, 'Could not find gasCostInGasToken for a route in bestSwap');
500
+ throw new Error("Can't compute estimatedGasUsedGasToken");
501
+ }
502
+ estimatedGasUsedGasToken = sumFn(_.map(bestSwap,
503
+ // ok to type cast here because we throw above if any are not defined
504
+ (routeWithValidQuote) => routeWithValidQuote.gasCostInGasToken));
505
+ }
506
+ const quote = _sumFnFew(_.map(bestSwap, (routeWithValidQuote) => routeWithValidQuote.quote));
507
+ // Adjust the quoteGasAdjusted for the l1 fee
508
+ if (routeType == TradeType.EXACT_INPUT) {
509
+ const quoteGasAdjustedForL1 = quoteGasAdjusted.subtract(gasCostL1QuoteToken);
510
+ quoteGasAdjusted = quoteGasAdjustedForL1;
511
+ }
512
+ else {
513
+ const quoteGasAdjustedForL1 = quoteGasAdjusted.add(gasCostL1QuoteToken);
514
+ quoteGasAdjusted = quoteGasAdjustedForL1;
515
+ }
516
+ const routeWithQuotes = bestSwap.sort((routeAmountA, routeAmountB) => routeAmountB.amount.greaterThan(routeAmountA.amount) ? 1 : -1);
517
+ metric.putMetric('PostSplitDone', Date.now() - postSplitNow, MetricLoggerUnit.Milliseconds);
518
+ return {
519
+ quote,
520
+ quoteGasAdjusted,
521
+ estimatedGasUsed: estimatedGasUsed.add(gasUsedL1OnL2),
522
+ estimatedGasUsedUSD,
523
+ estimatedGasUsedQuoteToken,
524
+ estimatedGasUsedGasToken,
525
+ routes: portionProvider.getRouteWithQuotePortionAdjusted(routeType, routeWithQuotes, swapConfig, providerConfig),
526
+ };
527
+ }
528
+ // We do not allow pools to be re-used across split routes, as swapping through a pool changes the pools state.
529
+ // Given a list of used routes, this function finds the first route in the list of candidate routes that does not re-use an already used pool.
530
+ const findFirstRouteNotUsingUsedPools = (usedRoutes, candidateRouteQuotes, forceCrossProtocol) => {
531
+ const poolAddressSet = new Set();
532
+ const usedPoolAddresses = _(usedRoutes)
533
+ .flatMap((r) => r.poolIdentifiers)
534
+ .value();
535
+ for (const poolAddress of usedPoolAddresses) {
536
+ poolAddressSet.add(poolAddress);
537
+ }
538
+ const protocolsSet = new Set();
539
+ const usedProtocols = _(usedRoutes)
540
+ .flatMap((r) => r.protocol)
541
+ .uniq()
542
+ .value();
543
+ for (const protocol of usedProtocols) {
544
+ protocolsSet.add(protocol);
545
+ }
546
+ for (const routeQuote of candidateRouteQuotes) {
547
+ const { poolIdentifiers: poolAddresses, protocol } = routeQuote;
548
+ if (poolAddresses.some((poolAddress) => poolAddressSet.has(poolAddress))) {
549
+ continue;
550
+ }
551
+ // This code is just for debugging. Allows us to force a cross-protocol split route by skipping
552
+ // consideration of routes that come from the same protocol as a used route.
553
+ const needToForce = forceCrossProtocol && protocolsSet.size == 1;
554
+ if (needToForce && protocolsSet.has(protocol)) {
555
+ continue;
556
+ }
557
+ // Note: Below is a temporary fix until we have this logic handled in the SDK level.
558
+ // If any previous route has Native token, don't allow Wrapped Native token routes and vice versa
559
+ const hasNativeInUsedRoutes = usedRoutes.some(routeHasNativeTokenInputOrOutput);
560
+ const hasWrappedNativeInUsedRoutes = usedRoutes.some(routeHasWrappedNativeTokenInputOrOutput);
561
+ if ((hasNativeInUsedRoutes &&
562
+ routeHasWrappedNativeTokenInputOrOutput(routeQuote)) ||
563
+ (hasWrappedNativeInUsedRoutes &&
564
+ routeHasNativeTokenInputOrOutput(routeQuote))) {
565
+ continue;
566
+ }
567
+ return routeQuote;
568
+ }
569
+ return null;
570
+ };
571
+ export const routeHasNativeTokenInputOrOutput = (routeWithValidQuote) => {
572
+ return (routeWithValidQuote.route.input.isNative ||
573
+ routeWithValidQuote.route.output.isNative);
574
+ };
575
+ export const routeHasWrappedNativeTokenInputOrOutput = (routeWithValidQuote) => {
576
+ const chainId = routeWithValidQuote.route.chainId;
577
+ const wrappedNativeToken = WRAPPED_NATIVE_CURRENCY[chainId];
578
+ if (!wrappedNativeToken) {
579
+ return false;
580
+ }
581
+ return ((routeWithValidQuote.route.input.isToken &&
582
+ routeWithValidQuote.route.input.wrapped.equals(wrappedNativeToken)) ||
583
+ (routeWithValidQuote.route.output.isToken &&
584
+ routeWithValidQuote.route.output.wrapped.equals(wrappedNativeToken)));
585
+ };
586
+ //# 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@@ -0,0 +1,3 @@
1
+ import { Fraction } from '@ring-protocol/sdk-core';
2
+ import { CurrencyAmount } from '../../../util/amounts';
3
+ export declare function calculateRatioAmountIn(optimalRatio: Fraction, inputTokenPrice: Fraction, inputBalance: CurrencyAmount, outputBalance: CurrencyAmount): CurrencyAmount;