v-swap-smart-order-router 3.10.2

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Files changed (414) hide show
  1. package/CHANGELOG.md +255 -0
  2. package/LICENSE +674 -0
  3. package/README.md +248 -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 +9 -0
  7. package/build/main/providers/cache-node.js +19 -0
  8. package/build/main/providers/cache.d.ts +13 -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 +26 -0
  15. package/build/main/providers/caching/route/model/cached-route.js +30 -0
  16. package/build/main/providers/caching/route/model/cached-routes.d.ts +63 -0
  17. package/build/main/providers/caching/route/model/cached-routes.js +73 -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 +91 -0
  21. package/build/main/providers/caching/route/route-caching-provider.js +65 -0
  22. package/build/main/providers/caching-gas-provider.d.ts +23 -0
  23. package/build/main/providers/caching-gas-provider.js +37 -0
  24. package/build/main/providers/caching-token-list-provider.d.ts +40 -0
  25. package/build/main/providers/caching-token-list-provider.js +123 -0
  26. package/build/main/providers/caching-token-provider.d.ts +25 -0
  27. package/build/main/providers/caching-token-provider.js +202 -0
  28. package/build/main/providers/eip-1559-gas-price-provider.d.ts +31 -0
  29. package/build/main/providers/eip-1559-gas-price-provider.js +66 -0
  30. package/build/main/providers/eth-estimate-gas-provider.d.ts +16 -0
  31. package/build/main/providers/eth-estimate-gas-provider.js +74 -0
  32. package/build/main/providers/eth-gas-station-info-gas-price-provider.d.ts +19 -0
  33. package/build/main/providers/eth-gas-station-info-gas-price-provider.js +37 -0
  34. package/build/main/providers/gas-price-provider.d.ts +10 -0
  35. package/build/main/providers/gas-price-provider.js +10 -0
  36. package/build/main/providers/index.d.ts +37 -0
  37. package/build/main/providers/index.js +54 -0
  38. package/build/main/providers/legacy-gas-price-provider.d.ts +7 -0
  39. package/build/main/providers/legacy-gas-price-provider.js +20 -0
  40. package/build/main/providers/multicall-provider.d.ts +82 -0
  41. package/build/main/providers/multicall-provider.js +15 -0
  42. package/build/main/providers/multicall-uniswap-provider.d.ts +37 -0
  43. package/build/main/providers/multicall-uniswap-provider.js +163 -0
  44. package/build/main/providers/on-chain-gas-price-provider.d.ts +19 -0
  45. package/build/main/providers/on-chain-gas-price-provider.js +38 -0
  46. package/build/main/providers/on-chain-quote-provider.d.ts +221 -0
  47. package/build/main/providers/on-chain-quote-provider.js +523 -0
  48. package/build/main/providers/provider.d.ts +10 -0
  49. package/build/main/providers/provider.js +3 -0
  50. package/build/main/providers/simulation-provider.d.ts +42 -0
  51. package/build/main/providers/simulation-provider.js +130 -0
  52. package/build/main/providers/static-gas-price-provider.d.ts +7 -0
  53. package/build/main/providers/static-gas-price-provider.js +13 -0
  54. package/build/main/providers/swap-router-provider.d.ts +31 -0
  55. package/build/main/providers/swap-router-provider.js +42 -0
  56. package/build/main/providers/tenderly-simulation-provider.d.ts +45 -0
  57. package/build/main/providers/tenderly-simulation-provider.js +254 -0
  58. package/build/main/providers/token-provider.d.ts +114 -0
  59. package/build/main/providers/token-provider.js +297 -0
  60. package/build/main/providers/token-validator-provider.d.ts +42 -0
  61. package/build/main/providers/token-validator-provider.js +95 -0
  62. package/build/main/providers/uri-subgraph-provider.d.ts +20 -0
  63. package/build/main/providers/uri-subgraph-provider.js +65 -0
  64. package/build/main/providers/v2/caching-pool-provider.d.ts +34 -0
  65. package/build/main/providers/v2/caching-pool-provider.js +88 -0
  66. package/build/main/providers/v2/caching-subgraph-provider.d.ts +23 -0
  67. package/build/main/providers/v2/caching-subgraph-provider.js +34 -0
  68. package/build/main/providers/v2/pool-provider.d.ts +60 -0
  69. package/build/main/providers/v2/pool-provider.js +110 -0
  70. package/build/main/providers/v2/quote-provider.d.ts +33 -0
  71. package/build/main/providers/v2/quote-provider.js +91 -0
  72. package/build/main/providers/v2/static-subgraph-provider.d.ts +20 -0
  73. package/build/main/providers/v2/static-subgraph-provider.js +103 -0
  74. package/build/main/providers/v2/subgraph-provider-with-fallback.d.ts +19 -0
  75. package/build/main/providers/v2/subgraph-provider-with-fallback.js +35 -0
  76. package/build/main/providers/v2/subgraph-provider.d.ts +34 -0
  77. package/build/main/providers/v2/subgraph-provider.js +135 -0
  78. package/build/main/providers/v2/uri-subgraph-provider.d.ts +4 -0
  79. package/build/main/providers/v2/uri-subgraph-provider.js +8 -0
  80. package/build/main/providers/v3/caching-pool-provider.d.ts +33 -0
  81. package/build/main/providers/v3/caching-pool-provider.js +77 -0
  82. package/build/main/providers/v3/caching-subgraph-provider.d.ts +23 -0
  83. package/build/main/providers/v3/caching-subgraph-provider.js +34 -0
  84. package/build/main/providers/v3/gas-data-provider.d.ts +57 -0
  85. package/build/main/providers/v3/gas-data-provider.js +66 -0
  86. package/build/main/providers/v3/pool-provider.d.ts +61 -0
  87. package/build/main/providers/v3/pool-provider.js +123 -0
  88. package/build/main/providers/v3/static-subgraph-provider.d.ts +21 -0
  89. package/build/main/providers/v3/static-subgraph-provider.js +203 -0
  90. package/build/main/providers/v3/subgraph-provider-with-fallback.d.ts +15 -0
  91. package/build/main/providers/v3/subgraph-provider-with-fallback.js +31 -0
  92. package/build/main/providers/v3/subgraph-provider.d.ts +37 -0
  93. package/build/main/providers/v3/subgraph-provider.js +145 -0
  94. package/build/main/providers/v3/uri-subgraph-provider.d.ts +4 -0
  95. package/build/main/providers/v3/uri-subgraph-provider.js +8 -0
  96. package/build/main/routers/alpha-router/alpha-router.d.ts +267 -0
  97. package/build/main/routers/alpha-router/alpha-router.js +825 -0
  98. package/build/main/routers/alpha-router/config.d.ts +4 -0
  99. package/build/main/routers/alpha-router/config.js +93 -0
  100. package/build/main/routers/alpha-router/entities/index.d.ts +1 -0
  101. package/build/main/routers/alpha-router/entities/index.js +18 -0
  102. package/build/main/routers/alpha-router/entities/route-with-valid-quote.d.ts +163 -0
  103. package/build/main/routers/alpha-router/entities/route-with-valid-quote.js +143 -0
  104. package/build/main/routers/alpha-router/functions/best-swap-route.d.ts +19 -0
  105. package/build/main/routers/alpha-router/functions/best-swap-route.js +364 -0
  106. package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.d.ts +3 -0
  107. package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.js +18 -0
  108. package/build/main/routers/alpha-router/functions/compute-all-routes.d.ts +8 -0
  109. package/build/main/routers/alpha-router/functions/compute-all-routes.js +72 -0
  110. package/build/main/routers/alpha-router/functions/get-candidate-pools.d.ts +78 -0
  111. package/build/main/routers/alpha-router/functions/get-candidate-pools.js +761 -0
  112. package/build/main/routers/alpha-router/gas-models/gas-model.d.ts +83 -0
  113. package/build/main/routers/alpha-router/gas-models/gas-model.js +68 -0
  114. package/build/main/routers/alpha-router/gas-models/index.d.ts +2 -0
  115. package/build/main/routers/alpha-router/gas-models/index.js +19 -0
  116. package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.d.ts +25 -0
  117. package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.js +175 -0
  118. package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.d.ts +29 -0
  119. package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.js +167 -0
  120. package/build/main/routers/alpha-router/gas-models/v3/gas-costs.d.ts +6 -0
  121. package/build/main/routers/alpha-router/gas-models/v3/gas-costs.js +110 -0
  122. package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.d.ts +31 -0
  123. package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.js +288 -0
  124. package/build/main/routers/alpha-router/index.d.ts +4 -0
  125. package/build/main/routers/alpha-router/index.js +21 -0
  126. package/build/main/routers/alpha-router/quoters/base-quoter.d.ts +68 -0
  127. package/build/main/routers/alpha-router/quoters/base-quoter.js +61 -0
  128. package/build/main/routers/alpha-router/quoters/index.d.ts +5 -0
  129. package/build/main/routers/alpha-router/quoters/index.js +22 -0
  130. package/build/main/routers/alpha-router/quoters/mixed-quoter.d.ts +20 -0
  131. package/build/main/routers/alpha-router/quoters/mixed-quoter.js +130 -0
  132. package/build/main/routers/alpha-router/quoters/model/index.d.ts +1 -0
  133. package/build/main/routers/alpha-router/quoters/model/index.js +18 -0
  134. package/build/main/routers/alpha-router/quoters/model/results/get-quotes-result.d.ts +6 -0
  135. package/build/main/routers/alpha-router/quoters/model/results/get-quotes-result.js +3 -0
  136. package/build/main/routers/alpha-router/quoters/model/results/get-routes-result.d.ts +6 -0
  137. package/build/main/routers/alpha-router/quoters/model/results/get-routes-result.js +3 -0
  138. package/build/main/routers/alpha-router/quoters/model/results/index.d.ts +2 -0
  139. package/build/main/routers/alpha-router/quoters/model/results/index.js +19 -0
  140. package/build/main/routers/alpha-router/quoters/v2-quoter.d.ts +21 -0
  141. package/build/main/routers/alpha-router/quoters/v2-quoter.js +122 -0
  142. package/build/main/routers/alpha-router/quoters/v3-quoter.d.ts +19 -0
  143. package/build/main/routers/alpha-router/quoters/v3-quoter.js +125 -0
  144. package/build/main/routers/index.d.ts +4 -0
  145. package/build/main/routers/index.js +21 -0
  146. package/build/main/routers/legacy-router/bases.d.ts +136 -0
  147. package/build/main/routers/legacy-router/bases.js +87 -0
  148. package/build/main/routers/legacy-router/index.d.ts +1 -0
  149. package/build/main/routers/legacy-router/index.js +18 -0
  150. package/build/main/routers/legacy-router/legacy-router.d.ts +42 -0
  151. package/build/main/routers/legacy-router/legacy-router.js +289 -0
  152. package/build/main/routers/router.d.ts +165 -0
  153. package/build/main/routers/router.js +52 -0
  154. package/build/main/tsconfig.tsbuildinfo +1 -0
  155. package/build/main/types/other/commons.d.ts +16 -0
  156. package/build/main/types/other/commons.js +6 -0
  157. package/build/main/types/other/factories/Erc20__factory.d.ts +45 -0
  158. package/build/main/types/other/factories/Erc20__factory.js +240 -0
  159. package/build/main/types/other/factories/GasDataArbitrum__factory.d.ts +18 -0
  160. package/build/main/types/other/factories/GasDataArbitrum__factory.js +58 -0
  161. package/build/main/types/other/factories/GasPriceOracle__factory.d.ts +46 -0
  162. package/build/main/types/other/factories/GasPriceOracle__factory.js +316 -0
  163. package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.d.ts +41 -0
  164. package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.js +156 -0
  165. package/build/main/types/other/factories/ITokenValidator__factory.d.ts +22 -0
  166. package/build/main/types/other/factories/ITokenValidator__factory.js +78 -0
  167. package/build/main/types/other/factories/Permit2__factory.d.ts +87 -0
  168. package/build/main/types/other/factories/Permit2__factory.js +936 -0
  169. package/build/main/types/other/factories/SwapRouter02__factory.d.ts +67 -0
  170. package/build/main/types/other/factories/SwapRouter02__factory.js +1098 -0
  171. package/build/main/types/v2/commons.d.ts +16 -0
  172. package/build/main/types/v2/commons.js +6 -0
  173. package/build/main/types/v2/factories/IUniswapV2Pair__factory.d.ts +35 -0
  174. package/build/main/types/v2/factories/IUniswapV2Pair__factory.js +671 -0
  175. package/build/main/types/v3/commons.d.ts +16 -0
  176. package/build/main/types/v3/commons.js +6 -0
  177. package/build/main/types/v3/factories/IERC20Metadata__factory.d.ts +35 -0
  178. package/build/main/types/v3/factories/IERC20Metadata__factory.js +242 -0
  179. package/build/main/types/v3/factories/IQuoterV2__factory.d.ts +41 -0
  180. package/build/main/types/v3/factories/IQuoterV2__factory.js +220 -0
  181. package/build/main/types/v3/factories/IUniswapV3PoolState__factory.d.ts +22 -0
  182. package/build/main/types/v3/factories/IUniswapV3PoolState__factory.js +266 -0
  183. package/build/main/types/v3/factories/UniswapInterfaceMulticall__factory.d.ts +61 -0
  184. package/build/main/types/v3/factories/UniswapInterfaceMulticall__factory.js +127 -0
  185. package/build/main/util/addresses.d.ts +26 -0
  186. package/build/main/util/addresses.js +73 -0
  187. package/build/main/util/amounts.d.ts +8 -0
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  189. package/build/main/util/callData.d.ts +1 -0
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  191. package/build/main/util/chains.d.ts +77 -0
  192. package/build/main/util/chains.js +564 -0
  193. package/build/main/util/gas-factory-helpers.d.ts +24 -0
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  195. package/build/main/util/index.d.ts +7 -0
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  197. package/build/main/util/log.d.ts +3 -0
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  203. package/build/main/util/protocols.d.ts +2 -0
  204. package/build/main/util/protocols.js +18 -0
  205. package/build/main/util/routes.d.ts +8 -0
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  207. package/build/main/util/unsupported-tokens.d.ts +37 -0
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  209. package/build/module/index.d.ts +3 -0
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  211. package/build/module/providers/cache-node.d.ts +9 -0
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  213. package/build/module/providers/cache.d.ts +13 -0
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  215. package/build/module/providers/caching/route/index.d.ts +2 -0
  216. package/build/module/providers/caching/route/index.js +3 -0
  217. package/build/module/providers/caching/route/model/cache-mode.d.ts +16 -0
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  219. package/build/module/providers/caching/route/model/cached-route.d.ts +26 -0
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  223. package/build/module/providers/caching/route/model/index.d.ts +3 -0
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  227. package/build/module/providers/caching-gas-provider.d.ts +23 -0
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  229. package/build/module/providers/caching-token-list-provider.d.ts +40 -0
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  233. package/build/module/providers/eip-1559-gas-price-provider.d.ts +31 -0
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  235. package/build/module/providers/eth-estimate-gas-provider.d.ts +16 -0
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  237. package/build/module/providers/eth-gas-station-info-gas-price-provider.d.ts +19 -0
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  243. package/build/module/providers/legacy-gas-price-provider.d.ts +7 -0
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  245. package/build/module/providers/multicall-provider.d.ts +82 -0
  246. package/build/module/providers/multicall-provider.js +11 -0
  247. package/build/module/providers/multicall-uniswap-provider.d.ts +37 -0
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  249. package/build/module/providers/on-chain-gas-price-provider.d.ts +19 -0
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  251. package/build/module/providers/on-chain-quote-provider.d.ts +221 -0
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  253. package/build/module/providers/provider.d.ts +10 -0
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  257. package/build/module/providers/static-gas-price-provider.d.ts +7 -0
  258. package/build/module/providers/static-gas-price-provider.js +9 -0
  259. package/build/module/providers/swap-router-provider.d.ts +31 -0
  260. package/build/module/providers/swap-router-provider.js +38 -0
  261. package/build/module/providers/tenderly-simulation-provider.d.ts +45 -0
  262. package/build/module/providers/tenderly-simulation-provider.js +249 -0
  263. package/build/module/providers/token-provider.d.ts +114 -0
  264. package/build/module/providers/token-provider.js +285 -0
  265. package/build/module/providers/token-validator-provider.d.ts +42 -0
  266. package/build/module/providers/token-validator-provider.js +88 -0
  267. package/build/module/providers/uri-subgraph-provider.d.ts +20 -0
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  269. package/build/module/providers/v2/caching-pool-provider.d.ts +34 -0
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  271. package/build/module/providers/v2/caching-subgraph-provider.d.ts +23 -0
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  273. package/build/module/providers/v2/pool-provider.d.ts +60 -0
  274. package/build/module/providers/v2/pool-provider.js +103 -0
  275. package/build/module/providers/v2/quote-provider.d.ts +33 -0
  276. package/build/module/providers/v2/quote-provider.js +87 -0
  277. package/build/module/providers/v2/static-subgraph-provider.d.ts +20 -0
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  414. package/package.json +119 -0
@@ -0,0 +1,776 @@
1
+ import { Protocol } from '@uniswap/router-sdk';
2
+ import { TradeType } from '@uniswap/sdk-core';
3
+ import { FeeAmount } from '@uniswap/v3-sdk';
4
+ import _ from 'lodash';
5
+ import { CELO, CELO_ALFAJORES, CEUR_CELO, CEUR_CELO_ALFAJORES, CUSD_CELO, CUSD_CELO_ALFAJORES, DAI_ARBITRUM, DAI_ARBITRUM_RINKEBY, DAI_BSC, DAI_MAINNET, DAI_MOONBEAM, DAI_OPTIMISM, DAI_OPTIMISM_GOERLI, DAI_OPTIMISTIC_KOVAN, DAI_POLYGON_MUMBAI, DAI_RINKEBY_1, DAI_RINKEBY_2, FEI_MAINNET, USDC_ARBITRUM, USDC_ARBITRUM_GOERLI, USDC_BSC, USDC_ETHEREUM_GNOSIS, USDC_MAINNET, USDC_MOONBEAM, USDC_OPTIMISM, USDC_OPTIMISM_GOERLI, USDC_OPTIMISTIC_KOVAN, USDC_POLYGON, USDT_ARBITRUM, USDT_ARBITRUM_RINKEBY, USDT_BSC, USDT_MAINNET, USDT_OPTIMISM, USDT_OPTIMISM_GOERLI, USDT_OPTIMISTIC_KOVAN, WBTC_ARBITRUM, WBTC_GNOSIS, WBTC_MAINNET, WBTC_MOONBEAM, WBTC_OPTIMISM, WBTC_OPTIMISM_GOERLI, WBTC_OPTIMISTIC_KOVAN, WGLMR_MOONBEAM, WMATIC_POLYGON, WMATIC_POLYGON_MUMBAI, WXDAI_GNOSIS, USDC_CFX, USDT_CFX, DAI_CFX,
6
+ // USDC_CFX_TEST,
7
+ USDT_CFX_TEST,
8
+ // DAI_CFX_TEST,
9
+ } from '../../../providers/token-provider';
10
+ import { ChainId, WRAPPED_NATIVE_CURRENCY } from '../../../util';
11
+ import { parseFeeAmount, unparseFeeAmount } from '../../../util/amounts';
12
+ import { log } from '../../../util/log';
13
+ import { metric, MetricLoggerUnit } from '../../../util/metric';
14
+ const baseTokensByChain = {
15
+ [ChainId.MAINNET]: [
16
+ USDC_MAINNET,
17
+ USDT_MAINNET,
18
+ WBTC_MAINNET,
19
+ DAI_MAINNET,
20
+ WRAPPED_NATIVE_CURRENCY[1],
21
+ FEI_MAINNET,
22
+ ],
23
+ [ChainId.RINKEBY]: [DAI_RINKEBY_1, DAI_RINKEBY_2],
24
+ [ChainId.OPTIMISM]: [
25
+ DAI_OPTIMISM,
26
+ USDC_OPTIMISM,
27
+ USDT_OPTIMISM,
28
+ WBTC_OPTIMISM,
29
+ ],
30
+ [ChainId.OPTIMISM_GOERLI]: [
31
+ DAI_OPTIMISM_GOERLI,
32
+ USDC_OPTIMISM_GOERLI,
33
+ USDT_OPTIMISM_GOERLI,
34
+ WBTC_OPTIMISM_GOERLI,
35
+ ],
36
+ [ChainId.OPTIMISTIC_KOVAN]: [
37
+ DAI_OPTIMISTIC_KOVAN,
38
+ USDC_OPTIMISTIC_KOVAN,
39
+ WBTC_OPTIMISTIC_KOVAN,
40
+ USDT_OPTIMISTIC_KOVAN,
41
+ ],
42
+ [ChainId.ARBITRUM_ONE]: [
43
+ DAI_ARBITRUM,
44
+ USDC_ARBITRUM,
45
+ WBTC_ARBITRUM,
46
+ USDT_ARBITRUM,
47
+ ],
48
+ [ChainId.ARBITRUM_RINKEBY]: [DAI_ARBITRUM_RINKEBY, USDT_ARBITRUM_RINKEBY],
49
+ [ChainId.ARBITRUM_GOERLI]: [USDC_ARBITRUM_GOERLI],
50
+ [ChainId.POLYGON]: [USDC_POLYGON, WMATIC_POLYGON],
51
+ [ChainId.POLYGON_MUMBAI]: [DAI_POLYGON_MUMBAI, WMATIC_POLYGON_MUMBAI],
52
+ [ChainId.CELO]: [CUSD_CELO, CEUR_CELO, CELO],
53
+ [ChainId.CELO_ALFAJORES]: [
54
+ CUSD_CELO_ALFAJORES,
55
+ CEUR_CELO_ALFAJORES,
56
+ CELO_ALFAJORES,
57
+ ],
58
+ [ChainId.GNOSIS]: [WBTC_GNOSIS, WXDAI_GNOSIS, USDC_ETHEREUM_GNOSIS],
59
+ [ChainId.MOONBEAM]: [
60
+ DAI_MOONBEAM,
61
+ USDC_MOONBEAM,
62
+ WBTC_MOONBEAM,
63
+ WGLMR_MOONBEAM,
64
+ ],
65
+ [ChainId.BSC]: [
66
+ DAI_BSC,
67
+ USDC_BSC,
68
+ USDT_BSC,
69
+ ],
70
+ [ChainId.CFX]: [DAI_CFX, USDC_CFX, USDT_CFX],
71
+ [ChainId.CFX_TEST]: [
72
+ // DAI_CFX_TEST,
73
+ // USDC_CFX_TEST,
74
+ USDT_CFX_TEST
75
+ ],
76
+ };
77
+ export async function getV3CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
78
+ var _a, _b, _c, _d, _e;
79
+ const { blockNumber, v3PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
80
+ const tokenInAddress = tokenIn.address.toLowerCase();
81
+ const tokenOutAddress = tokenOut.address.toLowerCase();
82
+ const beforeSubgraphPools = Date.now();
83
+ const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
84
+ blockNumber,
85
+ });
86
+ log.info({ samplePools: allPoolsRaw.slice(0, 3) }, 'Got all pools from V3 subgraph provider');
87
+ const allPools = _.map(allPoolsRaw, (pool) => {
88
+ return {
89
+ ...pool,
90
+ token0: {
91
+ ...pool.token0,
92
+ id: pool.token0.id.toLowerCase(),
93
+ },
94
+ token1: {
95
+ ...pool.token1,
96
+ id: pool.token1.id.toLowerCase(),
97
+ },
98
+ };
99
+ });
100
+ metric.putMetric('V3SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
101
+ // Only consider pools where neither tokens are in the blocked token list.
102
+ let filteredPools = allPools;
103
+ if (blockedTokenListProvider) {
104
+ filteredPools = [];
105
+ for (const pool of allPools) {
106
+ const token0InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token0.id);
107
+ const token1InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token1.id);
108
+ if (token0InBlocklist || token1InBlocklist) {
109
+ continue;
110
+ }
111
+ filteredPools.push(pool);
112
+ }
113
+ }
114
+ const subgraphPoolsSorted = _(filteredPools)
115
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
116
+ .value();
117
+ log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
118
+ const poolAddressesSoFar = new Set();
119
+ const addToAddressSet = (pools) => {
120
+ _(pools)
121
+ .map((pool) => pool.id)
122
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
123
+ };
124
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
125
+ const topByBaseWithTokenIn = _(baseTokens)
126
+ .flatMap((token) => {
127
+ return _(subgraphPoolsSorted)
128
+ .filter((subgraphPool) => {
129
+ const tokenAddress = token.address.toLowerCase();
130
+ return ((subgraphPool.token0.id == tokenAddress &&
131
+ subgraphPool.token1.id == tokenInAddress) ||
132
+ (subgraphPool.token1.id == tokenAddress &&
133
+ subgraphPool.token0.id == tokenInAddress));
134
+ })
135
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
136
+ .slice(0, topNWithEachBaseToken)
137
+ .value();
138
+ })
139
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
140
+ .slice(0, topNWithBaseToken)
141
+ .value();
142
+ const topByBaseWithTokenOut = _(baseTokens)
143
+ .flatMap((token) => {
144
+ return _(subgraphPoolsSorted)
145
+ .filter((subgraphPool) => {
146
+ const tokenAddress = token.address.toLowerCase();
147
+ return ((subgraphPool.token0.id == tokenAddress &&
148
+ subgraphPool.token1.id == tokenOutAddress) ||
149
+ (subgraphPool.token1.id == tokenAddress &&
150
+ subgraphPool.token0.id == tokenOutAddress));
151
+ })
152
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
153
+ .slice(0, topNWithEachBaseToken)
154
+ .value();
155
+ })
156
+ .sortBy((tokenListPool) => -tokenListPool.tvlUSD)
157
+ .slice(0, topNWithBaseToken)
158
+ .value();
159
+ let top2DirectSwapPool = _(subgraphPoolsSorted)
160
+ .filter((subgraphPool) => {
161
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
162
+ ((subgraphPool.token0.id == tokenInAddress &&
163
+ subgraphPool.token1.id == tokenOutAddress) ||
164
+ (subgraphPool.token1.id == tokenInAddress &&
165
+ subgraphPool.token0.id == tokenOutAddress)));
166
+ })
167
+ .slice(0, topNDirectSwaps)
168
+ .value();
169
+ if (top2DirectSwapPool.length == 0 && topNDirectSwaps > 0) {
170
+ // If we requested direct swap pools but did not find any in the subgraph query.
171
+ // Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
172
+ // when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
173
+ top2DirectSwapPool = _.map([FeeAmount.HIGH, FeeAmount.MEDIUM, FeeAmount.LOW, FeeAmount.LOWEST], (feeAmount) => {
174
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut, feeAmount);
175
+ return {
176
+ id: poolAddress,
177
+ feeTier: unparseFeeAmount(feeAmount),
178
+ liquidity: '10000',
179
+ token0: {
180
+ id: token0.address,
181
+ },
182
+ token1: {
183
+ id: token1.address,
184
+ },
185
+ tvlETH: 10000,
186
+ tvlUSD: 10000,
187
+ };
188
+ });
189
+ }
190
+ addToAddressSet(top2DirectSwapPool);
191
+ const wrappedNativeAddress = (_b = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address;
192
+ // Main reason we need this is for gas estimates, only needed if token out is not native.
193
+ // We don't check the seen address set because if we've already added pools for getting native quotes
194
+ // theres no need to add more.
195
+ let top2EthQuoteTokenPool = [];
196
+ if ((((_c = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
197
+ ((_d = WRAPPED_NATIVE_CURRENCY[ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
198
+ tokenOut.symbol != 'WETH' &&
199
+ tokenOut.symbol != 'WETH9' &&
200
+ tokenOut.symbol != 'ETH') ||
201
+ (((_e = WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == WMATIC_POLYGON.symbol &&
202
+ tokenOut.symbol != 'MATIC' &&
203
+ tokenOut.symbol != 'WMATIC')) {
204
+ top2EthQuoteTokenPool = _(subgraphPoolsSorted)
205
+ .filter((subgraphPool) => {
206
+ if (routeType == TradeType.EXACT_INPUT) {
207
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
208
+ subgraphPool.token1.id == tokenOutAddress) ||
209
+ (subgraphPool.token1.id == wrappedNativeAddress &&
210
+ subgraphPool.token0.id == tokenOutAddress));
211
+ }
212
+ else {
213
+ return ((subgraphPool.token0.id == wrappedNativeAddress &&
214
+ subgraphPool.token1.id == tokenInAddress) ||
215
+ (subgraphPool.token1.id == wrappedNativeAddress &&
216
+ subgraphPool.token0.id == tokenInAddress));
217
+ }
218
+ })
219
+ .slice(0, 1)
220
+ .value();
221
+ }
222
+ addToAddressSet(top2EthQuoteTokenPool);
223
+ const topByTVL = _(subgraphPoolsSorted)
224
+ .filter((subgraphPool) => {
225
+ return !poolAddressesSoFar.has(subgraphPool.id);
226
+ })
227
+ .slice(0, topN)
228
+ .value();
229
+ addToAddressSet(topByTVL);
230
+ const topByTVLUsingTokenIn = _(subgraphPoolsSorted)
231
+ .filter((subgraphPool) => {
232
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
233
+ (subgraphPool.token0.id == tokenInAddress ||
234
+ subgraphPool.token1.id == tokenInAddress));
235
+ })
236
+ .slice(0, topNTokenInOut)
237
+ .value();
238
+ addToAddressSet(topByTVLUsingTokenIn);
239
+ const topByTVLUsingTokenOut = _(subgraphPoolsSorted)
240
+ .filter((subgraphPool) => {
241
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
242
+ (subgraphPool.token0.id == tokenOutAddress ||
243
+ subgraphPool.token1.id == tokenOutAddress));
244
+ })
245
+ .slice(0, topNTokenInOut)
246
+ .value();
247
+ addToAddressSet(topByTVLUsingTokenOut);
248
+ const topByTVLUsingTokenInSecondHops = _(topByTVLUsingTokenIn)
249
+ .map((subgraphPool) => {
250
+ return tokenInAddress == subgraphPool.token0.id
251
+ ? subgraphPool.token1.id
252
+ : subgraphPool.token0.id;
253
+ })
254
+ .flatMap((secondHopId) => {
255
+ var _a;
256
+ return _(subgraphPoolsSorted)
257
+ .filter((subgraphPool) => {
258
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
259
+ (subgraphPool.token0.id == secondHopId ||
260
+ subgraphPool.token1.id == secondHopId));
261
+ })
262
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
263
+ .value();
264
+ })
265
+ .uniqBy((pool) => pool.id)
266
+ .value();
267
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
268
+ const topByTVLUsingTokenOutSecondHops = _(topByTVLUsingTokenOut)
269
+ .map((subgraphPool) => {
270
+ return tokenOutAddress == subgraphPool.token0.id
271
+ ? subgraphPool.token1.id
272
+ : subgraphPool.token0.id;
273
+ })
274
+ .flatMap((secondHopId) => {
275
+ var _a;
276
+ return _(subgraphPoolsSorted)
277
+ .filter((subgraphPool) => {
278
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
279
+ (subgraphPool.token0.id == secondHopId ||
280
+ subgraphPool.token1.id == secondHopId));
281
+ })
282
+ .slice(0, (_a = topNSecondHopForTokenAddress === null || topNSecondHopForTokenAddress === void 0 ? void 0 : topNSecondHopForTokenAddress.get(secondHopId)) !== null && _a !== void 0 ? _a : topNSecondHop)
283
+ .value();
284
+ })
285
+ .uniqBy((pool) => pool.id)
286
+ .value();
287
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
288
+ const subgraphPools = _([
289
+ ...topByBaseWithTokenIn,
290
+ ...topByBaseWithTokenOut,
291
+ ...top2DirectSwapPool,
292
+ ...top2EthQuoteTokenPool,
293
+ ...topByTVL,
294
+ ...topByTVLUsingTokenIn,
295
+ ...topByTVLUsingTokenOut,
296
+ ...topByTVLUsingTokenInSecondHops,
297
+ ...topByTVLUsingTokenOutSecondHops,
298
+ ])
299
+ .compact()
300
+ .uniqBy((pool) => pool.id)
301
+ .value();
302
+ const tokenAddresses = _(subgraphPools)
303
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
304
+ .compact()
305
+ .uniq()
306
+ .value();
307
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V3 pools we are considering`);
308
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
309
+ blockNumber,
310
+ });
311
+ const printV3SubgraphPool = (s) => {
312
+ var _a, _b, _c, _d;
313
+ return `${(_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}`;
314
+ };
315
+ log.info({
316
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV3SubgraphPool),
317
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV3SubgraphPool),
318
+ topByTVL: topByTVL.map(printV3SubgraphPool),
319
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV3SubgraphPool),
320
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV3SubgraphPool),
321
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV3SubgraphPool),
322
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV3SubgraphPool),
323
+ top2DirectSwap: top2DirectSwapPool.map(printV3SubgraphPool),
324
+ top2EthQuotePool: top2EthQuoteTokenPool.map(printV3SubgraphPool),
325
+ }, `V3 Candidate Pools`);
326
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
327
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
328
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
329
+ let fee;
330
+ try {
331
+ fee = parseFeeAmount(subgraphPool.feeTier);
332
+ }
333
+ catch (err) {
334
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
335
+ return undefined;
336
+ }
337
+ if (!tokenA || !tokenB) {
338
+ 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`);
339
+ return undefined;
340
+ }
341
+ return [tokenA, tokenB, fee];
342
+ });
343
+ const tokenPairs = _.compact(tokenPairsRaw);
344
+ const beforePoolsLoad = Date.now();
345
+ const poolAccessor = await poolProvider.getPools(tokenPairs);
346
+ metric.putMetric('V3PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
347
+ const poolsBySelection = {
348
+ protocol: Protocol.V3,
349
+ selections: {
350
+ topByBaseWithTokenIn,
351
+ topByBaseWithTokenOut,
352
+ topByDirectSwapPool: top2DirectSwapPool,
353
+ topByEthQuoteTokenPool: top2EthQuoteTokenPool,
354
+ topByTVL,
355
+ topByTVLUsingTokenIn,
356
+ topByTVLUsingTokenOut,
357
+ topByTVLUsingTokenInSecondHops,
358
+ topByTVLUsingTokenOutSecondHops,
359
+ },
360
+ };
361
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
362
+ }
363
+ export async function getV2CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
364
+ var _a;
365
+ const { blockNumber, v2PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
366
+ const tokenInAddress = tokenIn.address.toLowerCase();
367
+ const tokenOutAddress = tokenOut.address.toLowerCase();
368
+ const beforeSubgraphPools = Date.now();
369
+ const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
370
+ blockNumber,
371
+ });
372
+ const allPools = _.map(allPoolsRaw, (pool) => {
373
+ return {
374
+ ...pool,
375
+ token0: {
376
+ ...pool.token0,
377
+ id: pool.token0.id.toLowerCase(),
378
+ },
379
+ token1: {
380
+ ...pool.token1,
381
+ id: pool.token1.id.toLowerCase(),
382
+ },
383
+ };
384
+ });
385
+ metric.putMetric('V2SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
386
+ // Only consider pools where neither tokens are in the blocked token list.
387
+ let filteredPools = allPools;
388
+ if (blockedTokenListProvider) {
389
+ filteredPools = [];
390
+ for (const pool of allPools) {
391
+ const token0InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token0.id);
392
+ const token1InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token1.id);
393
+ if (token0InBlocklist || token1InBlocklist) {
394
+ continue;
395
+ }
396
+ filteredPools.push(pool);
397
+ }
398
+ }
399
+ const subgraphPoolsSorted = _(filteredPools)
400
+ .sortBy((tokenListPool) => -tokenListPool.reserve)
401
+ .value();
402
+ log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
403
+ const poolAddressesSoFar = new Set();
404
+ const addToAddressSet = (pools) => {
405
+ _(pools)
406
+ .map((pool) => pool.id)
407
+ .forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
408
+ };
409
+ const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
410
+ const topByBaseWithTokenIn = _(baseTokens)
411
+ .flatMap((token) => {
412
+ return _(subgraphPoolsSorted)
413
+ .filter((subgraphPool) => {
414
+ const tokenAddress = token.address.toLowerCase();
415
+ return ((subgraphPool.token0.id == tokenAddress &&
416
+ subgraphPool.token1.id == tokenInAddress) ||
417
+ (subgraphPool.token1.id == tokenAddress &&
418
+ subgraphPool.token0.id == tokenInAddress));
419
+ })
420
+ .sortBy((tokenListPool) => -tokenListPool.reserve)
421
+ .slice(0, topNWithEachBaseToken)
422
+ .value();
423
+ })
424
+ .sortBy((tokenListPool) => -tokenListPool.reserve)
425
+ .slice(0, topNWithBaseToken)
426
+ .value();
427
+ const topByBaseWithTokenOut = _(baseTokens)
428
+ .flatMap((token) => {
429
+ return _(subgraphPoolsSorted)
430
+ .filter((subgraphPool) => {
431
+ const tokenAddress = token.address.toLowerCase();
432
+ return ((subgraphPool.token0.id == tokenAddress &&
433
+ subgraphPool.token1.id == tokenOutAddress) ||
434
+ (subgraphPool.token1.id == tokenAddress &&
435
+ subgraphPool.token0.id == tokenOutAddress));
436
+ })
437
+ .sortBy((tokenListPool) => -tokenListPool.reserve)
438
+ .slice(0, topNWithEachBaseToken)
439
+ .value();
440
+ })
441
+ .sortBy((tokenListPool) => -tokenListPool.reserve)
442
+ .slice(0, topNWithBaseToken)
443
+ .value();
444
+ // Always add the direct swap pool into the mix regardless of if it exists in the subgraph pool list.
445
+ // Ensures that new pools can be swapped on immediately, and that if a pool was filtered out of the
446
+ // subgraph query for some reason (e.g. trackedReserveETH was 0), then we still consider it.
447
+ let topByDirectSwapPool = [];
448
+ if (topNDirectSwaps != 0) {
449
+ const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut);
450
+ topByDirectSwapPool = [
451
+ {
452
+ id: poolAddress,
453
+ token0: {
454
+ id: token0.address,
455
+ },
456
+ token1: {
457
+ id: token1.address,
458
+ },
459
+ supply: 10000,
460
+ reserve: 10000,
461
+ reserveUSD: 10000, // Not used. Set to arbitrary number.
462
+ },
463
+ ];
464
+ }
465
+ addToAddressSet(topByDirectSwapPool);
466
+ const wethAddress = WRAPPED_NATIVE_CURRENCY[chainId].address;
467
+ // Main reason we need this is for gas estimates, only needed if token out is not ETH.
468
+ // We don't check the seen address set because if we've already added pools for getting ETH quotes
469
+ // theres no need to add more.
470
+ // Note: we do not need to check other native currencies for the V2 Protocol
471
+ let topByEthQuoteTokenPool = [];
472
+ if (tokenOut.symbol != 'WETH' &&
473
+ tokenOut.symbol != 'WETH9' &&
474
+ tokenOut.symbol != 'ETH') {
475
+ topByEthQuoteTokenPool = _(subgraphPoolsSorted)
476
+ .filter((subgraphPool) => {
477
+ if (routeType == TradeType.EXACT_INPUT) {
478
+ return ((subgraphPool.token0.id == wethAddress &&
479
+ subgraphPool.token1.id == tokenOutAddress) ||
480
+ (subgraphPool.token1.id == wethAddress &&
481
+ subgraphPool.token0.id == tokenOutAddress));
482
+ }
483
+ else {
484
+ return ((subgraphPool.token0.id == wethAddress &&
485
+ subgraphPool.token1.id == tokenInAddress) ||
486
+ (subgraphPool.token1.id == wethAddress &&
487
+ subgraphPool.token0.id == tokenInAddress));
488
+ }
489
+ })
490
+ .slice(0, 1)
491
+ .value();
492
+ }
493
+ addToAddressSet(topByEthQuoteTokenPool);
494
+ const topByTVL = _(subgraphPoolsSorted)
495
+ .filter((subgraphPool) => {
496
+ return !poolAddressesSoFar.has(subgraphPool.id);
497
+ })
498
+ .slice(0, topN)
499
+ .value();
500
+ addToAddressSet(topByTVL);
501
+ const topByTVLUsingTokenIn = _(subgraphPoolsSorted)
502
+ .filter((subgraphPool) => {
503
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
504
+ (subgraphPool.token0.id == tokenInAddress ||
505
+ subgraphPool.token1.id == tokenInAddress));
506
+ })
507
+ .slice(0, topNTokenInOut)
508
+ .value();
509
+ addToAddressSet(topByTVLUsingTokenIn);
510
+ const topByTVLUsingTokenOut = _(subgraphPoolsSorted)
511
+ .filter((subgraphPool) => {
512
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
513
+ (subgraphPool.token0.id == tokenOutAddress ||
514
+ subgraphPool.token1.id == tokenOutAddress));
515
+ })
516
+ .slice(0, topNTokenInOut)
517
+ .value();
518
+ addToAddressSet(topByTVLUsingTokenOut);
519
+ const topByTVLUsingTokenInSecondHops = _(topByTVLUsingTokenIn)
520
+ .map((subgraphPool) => {
521
+ return tokenInAddress == subgraphPool.token0.id
522
+ ? subgraphPool.token1.id
523
+ : subgraphPool.token0.id;
524
+ })
525
+ .flatMap((secondHopId) => {
526
+ return _(subgraphPoolsSorted)
527
+ .filter((subgraphPool) => {
528
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
529
+ (subgraphPool.token0.id == secondHopId ||
530
+ subgraphPool.token1.id == secondHopId));
531
+ })
532
+ .slice(0, topNSecondHop)
533
+ .value();
534
+ })
535
+ .uniqBy((pool) => pool.id)
536
+ .value();
537
+ addToAddressSet(topByTVLUsingTokenInSecondHops);
538
+ const topByTVLUsingTokenOutSecondHops = _(topByTVLUsingTokenOut)
539
+ .map((subgraphPool) => {
540
+ return tokenOutAddress == subgraphPool.token0.id
541
+ ? subgraphPool.token1.id
542
+ : subgraphPool.token0.id;
543
+ })
544
+ .flatMap((secondHopId) => {
545
+ return _(subgraphPoolsSorted)
546
+ .filter((subgraphPool) => {
547
+ return (!poolAddressesSoFar.has(subgraphPool.id) &&
548
+ (subgraphPool.token0.id == secondHopId ||
549
+ subgraphPool.token1.id == secondHopId));
550
+ })
551
+ .slice(0, topNSecondHop)
552
+ .value();
553
+ })
554
+ .uniqBy((pool) => pool.id)
555
+ .value();
556
+ addToAddressSet(topByTVLUsingTokenOutSecondHops);
557
+ const subgraphPools = _([
558
+ ...topByBaseWithTokenIn,
559
+ ...topByBaseWithTokenOut,
560
+ ...topByDirectSwapPool,
561
+ ...topByEthQuoteTokenPool,
562
+ ...topByTVL,
563
+ ...topByTVLUsingTokenIn,
564
+ ...topByTVLUsingTokenOut,
565
+ ...topByTVLUsingTokenInSecondHops,
566
+ ...topByTVLUsingTokenOutSecondHops,
567
+ ])
568
+ .compact()
569
+ .uniqBy((pool) => pool.id)
570
+ .value();
571
+ const tokenAddresses = _(subgraphPools)
572
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
573
+ .compact()
574
+ .uniq()
575
+ .value();
576
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V2 pools we are considering`);
577
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
578
+ blockNumber,
579
+ });
580
+ const printV2SubgraphPool = (s) => {
581
+ var _a, _b, _c, _d;
582
+ return `${(_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}`;
583
+ };
584
+ log.info({
585
+ topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV2SubgraphPool),
586
+ topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV2SubgraphPool),
587
+ topByTVL: topByTVL.map(printV2SubgraphPool),
588
+ topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV2SubgraphPool),
589
+ topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV2SubgraphPool),
590
+ topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV2SubgraphPool),
591
+ topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV2SubgraphPool),
592
+ top2DirectSwap: topByDirectSwapPool.map(printV2SubgraphPool),
593
+ top2EthQuotePool: topByEthQuoteTokenPool.map(printV2SubgraphPool),
594
+ }, `V2 Candidate pools`);
595
+ const tokenPairsRaw = _.map(subgraphPools, (subgraphPool) => {
596
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
597
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
598
+ if (!tokenA || !tokenB) {
599
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
600
+ return undefined;
601
+ }
602
+ return [tokenA, tokenB];
603
+ });
604
+ const tokenPairs = _.compact(tokenPairsRaw);
605
+ const beforePoolsLoad = Date.now();
606
+ const poolAccessor = await poolProvider.getPools(tokenPairs, { blockNumber });
607
+ metric.putMetric('V2PoolsLoad', Date.now() - beforePoolsLoad, MetricLoggerUnit.Milliseconds);
608
+ const poolsBySelection = {
609
+ protocol: Protocol.V2,
610
+ selections: {
611
+ topByBaseWithTokenIn,
612
+ topByBaseWithTokenOut,
613
+ topByDirectSwapPool,
614
+ topByEthQuoteTokenPool: topByEthQuoteTokenPool,
615
+ topByTVL,
616
+ topByTVLUsingTokenIn,
617
+ topByTVLUsingTokenOut,
618
+ topByTVLUsingTokenInSecondHops,
619
+ topByTVLUsingTokenOutSecondHops,
620
+ },
621
+ };
622
+ return { poolAccessor, candidatePools: poolsBySelection, subgraphPools };
623
+ }
624
+ export async function getMixedRouteCandidatePools({ tokenIn, tokenOut, routeType, routingConfig, v3subgraphProvider, v2subgraphProvider, tokenProvider, v3poolProvider, v2poolProvider, blockedTokenListProvider, chainId, }) {
625
+ const { blockNumber } = routingConfig;
626
+ const { subgraphPools: V3subgraphPools, candidatePools: V3candidatePools } = await getV3CandidatePools({
627
+ tokenIn,
628
+ tokenOut,
629
+ tokenProvider,
630
+ blockedTokenListProvider,
631
+ poolProvider: v3poolProvider,
632
+ routeType,
633
+ subgraphProvider: v3subgraphProvider,
634
+ routingConfig,
635
+ chainId,
636
+ });
637
+ const { subgraphPools: V2subgraphPools, candidatePools: V2candidatePools } = await getV2CandidatePools({
638
+ tokenIn,
639
+ tokenOut,
640
+ tokenProvider,
641
+ blockedTokenListProvider,
642
+ poolProvider: v2poolProvider,
643
+ routeType,
644
+ subgraphProvider: v2subgraphProvider,
645
+ routingConfig,
646
+ chainId,
647
+ });
648
+ /**
649
+ * Main heuristic for pruning mixedRoutes:
650
+ * - we pick V2 pools with higher liq than respective V3 pools, or if the v3 pool doesn't exist
651
+ *
652
+ * This way we can reduce calls to our provider since it's possible to generate a lot of mixed routes
653
+ */
654
+ /// We only really care about pools involving the tokenIn or tokenOut explictly,
655
+ /// since there's no way a long tail token in V2 would be routed through as an intermediary
656
+ const V2topByTVLPoolIds = new Set([
657
+ ...V2candidatePools.selections.topByTVLUsingTokenIn,
658
+ ...V2candidatePools.selections.topByBaseWithTokenIn,
659
+ /// tokenOut:
660
+ ...V2candidatePools.selections.topByTVLUsingTokenOut,
661
+ ...V2candidatePools.selections.topByBaseWithTokenOut,
662
+ /// Direct swap:
663
+ ...V2candidatePools.selections.topByDirectSwapPool,
664
+ ].map((poolId) => poolId.id));
665
+ const V2topByTVLSortedPools = _(V2subgraphPools)
666
+ .filter((pool) => V2topByTVLPoolIds.has(pool.id))
667
+ .sortBy((pool) => -pool.reserveUSD)
668
+ .value();
669
+ /// we consider all returned V3 pools for this heuristic to "fill in the gaps"
670
+ const V3sortedPools = _(V3subgraphPools)
671
+ .sortBy((pool) => -pool.tvlUSD)
672
+ .value();
673
+ /// Finding pools with greater reserveUSD on v2 than tvlUSD on v3, or if there is no v3 liquidity
674
+ const buildV2Pools = [];
675
+ V2topByTVLSortedPools.forEach((V2subgraphPool) => {
676
+ const V3subgraphPool = V3sortedPools.find((pool) => (pool.token0.id == V2subgraphPool.token0.id &&
677
+ pool.token1.id == V2subgraphPool.token1.id) ||
678
+ (pool.token0.id == V2subgraphPool.token1.id &&
679
+ pool.token1.id == V2subgraphPool.token0.id));
680
+ if (V3subgraphPool) {
681
+ if (V2subgraphPool.reserveUSD > V3subgraphPool.tvlUSD) {
682
+ log.info({
683
+ token0: V2subgraphPool.token0.id,
684
+ token1: V2subgraphPool.token1.id,
685
+ v2reserveUSD: V2subgraphPool.reserveUSD,
686
+ v3tvlUSD: V3subgraphPool.tvlUSD,
687
+ }, `MixedRoute heuristic, found a V2 pool with higher liquidity than its V3 counterpart`);
688
+ buildV2Pools.push(V2subgraphPool);
689
+ }
690
+ }
691
+ else {
692
+ log.info({
693
+ token0: V2subgraphPool.token0.id,
694
+ token1: V2subgraphPool.token1.id,
695
+ v2reserveUSD: V2subgraphPool.reserveUSD,
696
+ }, `MixedRoute heuristic, found a V2 pool with no V3 counterpart`);
697
+ buildV2Pools.push(V2subgraphPool);
698
+ }
699
+ });
700
+ log.info(buildV2Pools.length, `Number of V2 candidate pools that fit first heuristic`);
701
+ const subgraphPools = [...buildV2Pools, ...V3sortedPools];
702
+ const tokenAddresses = _(subgraphPools)
703
+ .flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
704
+ .compact()
705
+ .uniq()
706
+ .value();
707
+ log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} pools we are considering`);
708
+ const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
709
+ blockNumber,
710
+ });
711
+ const V3tokenPairsRaw = _.map(V3sortedPools, (subgraphPool) => {
712
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
713
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
714
+ let fee;
715
+ try {
716
+ fee = parseFeeAmount(subgraphPool.feeTier);
717
+ }
718
+ catch (err) {
719
+ log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
720
+ return undefined;
721
+ }
722
+ if (!tokenA || !tokenB) {
723
+ 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`);
724
+ return undefined;
725
+ }
726
+ return [tokenA, tokenB, fee];
727
+ });
728
+ const V3tokenPairs = _.compact(V3tokenPairsRaw);
729
+ const V2tokenPairsRaw = _.map(buildV2Pools, (subgraphPool) => {
730
+ const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
731
+ const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
732
+ if (!tokenA || !tokenB) {
733
+ log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
734
+ return undefined;
735
+ }
736
+ return [tokenA, tokenB];
737
+ });
738
+ const V2tokenPairs = _.compact(V2tokenPairsRaw);
739
+ const [V2poolAccessor, V3poolAccessor] = await Promise.all([
740
+ v2poolProvider.getPools(V2tokenPairs, {
741
+ blockNumber,
742
+ }),
743
+ v3poolProvider.getPools(V3tokenPairs, {
744
+ blockNumber,
745
+ }),
746
+ ]);
747
+ /// @dev a bit tricky here since the original V2CandidateSelections object included pools that we may have dropped
748
+ /// as part of the heuristic. We need to reconstruct a new object with the v3 pools too.
749
+ const buildPoolsBySelection = (key) => {
750
+ return [
751
+ ...buildV2Pools.filter((pool) => V2candidatePools.selections[key].map((p) => p.id).includes(pool.id)),
752
+ ...V3candidatePools.selections[key],
753
+ ];
754
+ };
755
+ const poolsBySelection = {
756
+ protocol: Protocol.MIXED,
757
+ selections: {
758
+ topByBaseWithTokenIn: buildPoolsBySelection('topByBaseWithTokenIn'),
759
+ topByBaseWithTokenOut: buildPoolsBySelection('topByBaseWithTokenOut'),
760
+ topByDirectSwapPool: buildPoolsBySelection('topByDirectSwapPool'),
761
+ topByEthQuoteTokenPool: buildPoolsBySelection('topByEthQuoteTokenPool'),
762
+ topByTVL: buildPoolsBySelection('topByTVL'),
763
+ topByTVLUsingTokenIn: buildPoolsBySelection('topByTVLUsingTokenIn'),
764
+ topByTVLUsingTokenOut: buildPoolsBySelection('topByTVLUsingTokenOut'),
765
+ topByTVLUsingTokenInSecondHops: buildPoolsBySelection('topByTVLUsingTokenInSecondHops'),
766
+ topByTVLUsingTokenOutSecondHops: buildPoolsBySelection('topByTVLUsingTokenOutSecondHops'),
767
+ },
768
+ };
769
+ return {
770
+ V2poolAccessor,
771
+ V3poolAccessor,
772
+ candidatePools: poolsBySelection,
773
+ subgraphPools,
774
+ };
775
+ }
776
+ //# 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