v-swap-smart-order-router 3.10.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +255 -0
- package/LICENSE +674 -0
- package/README.md +248 -0
- package/build/main/index.d.ts +3 -0
- package/build/main/index.js +20 -0
- package/build/main/providers/cache-node.d.ts +9 -0
- package/build/main/providers/cache-node.js +19 -0
- package/build/main/providers/cache.d.ts +13 -0
- package/build/main/providers/cache.js +3 -0
- package/build/main/providers/caching/route/index.d.ts +2 -0
- package/build/main/providers/caching/route/index.js +19 -0
- package/build/main/providers/caching/route/model/cache-mode.d.ts +16 -0
- package/build/main/providers/caching/route/model/cache-mode.js +21 -0
- package/build/main/providers/caching/route/model/cached-route.d.ts +26 -0
- package/build/main/providers/caching/route/model/cached-route.js +30 -0
- package/build/main/providers/caching/route/model/cached-routes.d.ts +63 -0
- package/build/main/providers/caching/route/model/cached-routes.js +73 -0
- package/build/main/providers/caching/route/model/index.d.ts +3 -0
- package/build/main/providers/caching/route/model/index.js +20 -0
- package/build/main/providers/caching/route/route-caching-provider.d.ts +91 -0
- package/build/main/providers/caching/route/route-caching-provider.js +65 -0
- package/build/main/providers/caching-gas-provider.d.ts +23 -0
- package/build/main/providers/caching-gas-provider.js +37 -0
- package/build/main/providers/caching-token-list-provider.d.ts +40 -0
- package/build/main/providers/caching-token-list-provider.js +123 -0
- package/build/main/providers/caching-token-provider.d.ts +25 -0
- package/build/main/providers/caching-token-provider.js +202 -0
- package/build/main/providers/eip-1559-gas-price-provider.d.ts +31 -0
- package/build/main/providers/eip-1559-gas-price-provider.js +66 -0
- package/build/main/providers/eth-estimate-gas-provider.d.ts +16 -0
- package/build/main/providers/eth-estimate-gas-provider.js +74 -0
- package/build/main/providers/eth-gas-station-info-gas-price-provider.d.ts +19 -0
- package/build/main/providers/eth-gas-station-info-gas-price-provider.js +37 -0
- package/build/main/providers/gas-price-provider.d.ts +10 -0
- package/build/main/providers/gas-price-provider.js +10 -0
- package/build/main/providers/index.d.ts +37 -0
- package/build/main/providers/index.js +54 -0
- package/build/main/providers/legacy-gas-price-provider.d.ts +7 -0
- package/build/main/providers/legacy-gas-price-provider.js +20 -0
- package/build/main/providers/multicall-provider.d.ts +82 -0
- package/build/main/providers/multicall-provider.js +15 -0
- package/build/main/providers/multicall-uniswap-provider.d.ts +37 -0
- package/build/main/providers/multicall-uniswap-provider.js +163 -0
- package/build/main/providers/on-chain-gas-price-provider.d.ts +19 -0
- package/build/main/providers/on-chain-gas-price-provider.js +38 -0
- package/build/main/providers/on-chain-quote-provider.d.ts +221 -0
- package/build/main/providers/on-chain-quote-provider.js +523 -0
- package/build/main/providers/provider.d.ts +10 -0
- package/build/main/providers/provider.js +3 -0
- package/build/main/providers/simulation-provider.d.ts +42 -0
- package/build/main/providers/simulation-provider.js +130 -0
- package/build/main/providers/static-gas-price-provider.d.ts +7 -0
- package/build/main/providers/static-gas-price-provider.js +13 -0
- package/build/main/providers/swap-router-provider.d.ts +31 -0
- package/build/main/providers/swap-router-provider.js +42 -0
- package/build/main/providers/tenderly-simulation-provider.d.ts +45 -0
- package/build/main/providers/tenderly-simulation-provider.js +254 -0
- package/build/main/providers/token-provider.d.ts +114 -0
- package/build/main/providers/token-provider.js +297 -0
- package/build/main/providers/token-validator-provider.d.ts +42 -0
- package/build/main/providers/token-validator-provider.js +95 -0
- package/build/main/providers/uri-subgraph-provider.d.ts +20 -0
- package/build/main/providers/uri-subgraph-provider.js +65 -0
- package/build/main/providers/v2/caching-pool-provider.d.ts +34 -0
- package/build/main/providers/v2/caching-pool-provider.js +88 -0
- package/build/main/providers/v2/caching-subgraph-provider.d.ts +23 -0
- package/build/main/providers/v2/caching-subgraph-provider.js +34 -0
- package/build/main/providers/v2/pool-provider.d.ts +60 -0
- package/build/main/providers/v2/pool-provider.js +110 -0
- package/build/main/providers/v2/quote-provider.d.ts +33 -0
- package/build/main/providers/v2/quote-provider.js +91 -0
- package/build/main/providers/v2/static-subgraph-provider.d.ts +20 -0
- package/build/main/providers/v2/static-subgraph-provider.js +103 -0
- package/build/main/providers/v2/subgraph-provider-with-fallback.d.ts +19 -0
- package/build/main/providers/v2/subgraph-provider-with-fallback.js +35 -0
- package/build/main/providers/v2/subgraph-provider.d.ts +34 -0
- package/build/main/providers/v2/subgraph-provider.js +135 -0
- package/build/main/providers/v2/uri-subgraph-provider.d.ts +4 -0
- package/build/main/providers/v2/uri-subgraph-provider.js +8 -0
- package/build/main/providers/v3/caching-pool-provider.d.ts +33 -0
- package/build/main/providers/v3/caching-pool-provider.js +77 -0
- package/build/main/providers/v3/caching-subgraph-provider.d.ts +23 -0
- package/build/main/providers/v3/caching-subgraph-provider.js +34 -0
- package/build/main/providers/v3/gas-data-provider.d.ts +57 -0
- package/build/main/providers/v3/gas-data-provider.js +66 -0
- package/build/main/providers/v3/pool-provider.d.ts +61 -0
- package/build/main/providers/v3/pool-provider.js +123 -0
- package/build/main/providers/v3/static-subgraph-provider.d.ts +21 -0
- package/build/main/providers/v3/static-subgraph-provider.js +203 -0
- package/build/main/providers/v3/subgraph-provider-with-fallback.d.ts +15 -0
- package/build/main/providers/v3/subgraph-provider-with-fallback.js +31 -0
- package/build/main/providers/v3/subgraph-provider.d.ts +37 -0
- package/build/main/providers/v3/subgraph-provider.js +145 -0
- package/build/main/providers/v3/uri-subgraph-provider.d.ts +4 -0
- package/build/main/providers/v3/uri-subgraph-provider.js +8 -0
- package/build/main/routers/alpha-router/alpha-router.d.ts +267 -0
- package/build/main/routers/alpha-router/alpha-router.js +825 -0
- package/build/main/routers/alpha-router/config.d.ts +4 -0
- package/build/main/routers/alpha-router/config.js +93 -0
- package/build/main/routers/alpha-router/entities/index.d.ts +1 -0
- package/build/main/routers/alpha-router/entities/index.js +18 -0
- package/build/main/routers/alpha-router/entities/route-with-valid-quote.d.ts +163 -0
- package/build/main/routers/alpha-router/entities/route-with-valid-quote.js +143 -0
- package/build/main/routers/alpha-router/functions/best-swap-route.d.ts +19 -0
- package/build/main/routers/alpha-router/functions/best-swap-route.js +364 -0
- package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.d.ts +3 -0
- package/build/main/routers/alpha-router/functions/calculate-ratio-amount-in.js +18 -0
- package/build/main/routers/alpha-router/functions/compute-all-routes.d.ts +8 -0
- package/build/main/routers/alpha-router/functions/compute-all-routes.js +72 -0
- package/build/main/routers/alpha-router/functions/get-candidate-pools.d.ts +78 -0
- package/build/main/routers/alpha-router/functions/get-candidate-pools.js +761 -0
- package/build/main/routers/alpha-router/gas-models/gas-model.d.ts +83 -0
- package/build/main/routers/alpha-router/gas-models/gas-model.js +68 -0
- package/build/main/routers/alpha-router/gas-models/index.d.ts +2 -0
- package/build/main/routers/alpha-router/gas-models/index.js +19 -0
- package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.d.ts +25 -0
- package/build/main/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.js +175 -0
- package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.d.ts +29 -0
- package/build/main/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.js +167 -0
- package/build/main/routers/alpha-router/gas-models/v3/gas-costs.d.ts +6 -0
- package/build/main/routers/alpha-router/gas-models/v3/gas-costs.js +110 -0
- package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.d.ts +31 -0
- package/build/main/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.js +288 -0
- package/build/main/routers/alpha-router/index.d.ts +4 -0
- package/build/main/routers/alpha-router/index.js +21 -0
- package/build/main/routers/alpha-router/quoters/base-quoter.d.ts +68 -0
- package/build/main/routers/alpha-router/quoters/base-quoter.js +61 -0
- package/build/main/routers/alpha-router/quoters/index.d.ts +5 -0
- package/build/main/routers/alpha-router/quoters/index.js +22 -0
- package/build/main/routers/alpha-router/quoters/mixed-quoter.d.ts +20 -0
- package/build/main/routers/alpha-router/quoters/mixed-quoter.js +130 -0
- package/build/main/routers/alpha-router/quoters/model/index.d.ts +1 -0
- package/build/main/routers/alpha-router/quoters/model/index.js +18 -0
- package/build/main/routers/alpha-router/quoters/model/results/get-quotes-result.d.ts +6 -0
- package/build/main/routers/alpha-router/quoters/model/results/get-quotes-result.js +3 -0
- package/build/main/routers/alpha-router/quoters/model/results/get-routes-result.d.ts +6 -0
- package/build/main/routers/alpha-router/quoters/model/results/get-routes-result.js +3 -0
- package/build/main/routers/alpha-router/quoters/model/results/index.d.ts +2 -0
- package/build/main/routers/alpha-router/quoters/model/results/index.js +19 -0
- package/build/main/routers/alpha-router/quoters/v2-quoter.d.ts +21 -0
- package/build/main/routers/alpha-router/quoters/v2-quoter.js +122 -0
- package/build/main/routers/alpha-router/quoters/v3-quoter.d.ts +19 -0
- package/build/main/routers/alpha-router/quoters/v3-quoter.js +125 -0
- package/build/main/routers/index.d.ts +4 -0
- package/build/main/routers/index.js +21 -0
- package/build/main/routers/legacy-router/bases.d.ts +136 -0
- package/build/main/routers/legacy-router/bases.js +87 -0
- package/build/main/routers/legacy-router/index.d.ts +1 -0
- package/build/main/routers/legacy-router/index.js +18 -0
- package/build/main/routers/legacy-router/legacy-router.d.ts +42 -0
- package/build/main/routers/legacy-router/legacy-router.js +289 -0
- package/build/main/routers/router.d.ts +165 -0
- package/build/main/routers/router.js +52 -0
- package/build/main/tsconfig.tsbuildinfo +1 -0
- package/build/main/types/other/commons.d.ts +16 -0
- package/build/main/types/other/commons.js +6 -0
- package/build/main/types/other/factories/Erc20__factory.d.ts +45 -0
- package/build/main/types/other/factories/Erc20__factory.js +240 -0
- package/build/main/types/other/factories/GasDataArbitrum__factory.d.ts +18 -0
- package/build/main/types/other/factories/GasDataArbitrum__factory.js +58 -0
- package/build/main/types/other/factories/GasPriceOracle__factory.d.ts +46 -0
- package/build/main/types/other/factories/GasPriceOracle__factory.js +316 -0
- package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.d.ts +41 -0
- package/build/main/types/other/factories/IMixedRouteQuoterV1__factory.js +156 -0
- package/build/main/types/other/factories/ITokenValidator__factory.d.ts +22 -0
- package/build/main/types/other/factories/ITokenValidator__factory.js +78 -0
- package/build/main/types/other/factories/Permit2__factory.d.ts +87 -0
- package/build/main/types/other/factories/Permit2__factory.js +936 -0
- package/build/main/types/other/factories/SwapRouter02__factory.d.ts +67 -0
- package/build/main/types/other/factories/SwapRouter02__factory.js +1098 -0
- package/build/main/types/v2/commons.d.ts +16 -0
- package/build/main/types/v2/commons.js +6 -0
- package/build/main/types/v2/factories/IUniswapV2Pair__factory.d.ts +35 -0
- package/build/main/types/v2/factories/IUniswapV2Pair__factory.js +671 -0
- package/build/main/types/v3/commons.d.ts +16 -0
- package/build/main/types/v3/commons.js +6 -0
- package/build/main/types/v3/factories/IERC20Metadata__factory.d.ts +35 -0
- package/build/main/types/v3/factories/IERC20Metadata__factory.js +242 -0
- package/build/main/types/v3/factories/IQuoterV2__factory.d.ts +41 -0
- package/build/main/types/v3/factories/IQuoterV2__factory.js +220 -0
- package/build/main/types/v3/factories/IUniswapV3PoolState__factory.d.ts +22 -0
- package/build/main/types/v3/factories/IUniswapV3PoolState__factory.js +266 -0
- package/build/main/types/v3/factories/UniswapInterfaceMulticall__factory.d.ts +61 -0
- package/build/main/types/v3/factories/UniswapInterfaceMulticall__factory.js +127 -0
- package/build/main/util/addresses.d.ts +26 -0
- package/build/main/util/addresses.js +73 -0
- package/build/main/util/amounts.d.ts +8 -0
- package/build/main/util/amounts.js +51 -0
- package/build/main/util/callData.d.ts +1 -0
- package/build/main/util/callData.js +6 -0
- package/build/main/util/chains.d.ts +77 -0
- package/build/main/util/chains.js +564 -0
- package/build/main/util/gas-factory-helpers.d.ts +24 -0
- package/build/main/util/gas-factory-helpers.js +308 -0
- package/build/main/util/index.d.ts +7 -0
- package/build/main/util/index.js +24 -0
- package/build/main/util/log.d.ts +3 -0
- package/build/main/util/log.js +97 -0
- package/build/main/util/methodParameters.d.ts +5 -0
- package/build/main/util/methodParameters.js +108 -0
- package/build/main/util/metric.d.ts +48 -0
- package/build/main/util/metric.js +59 -0
- package/build/main/util/protocols.d.ts +2 -0
- package/build/main/util/protocols.js +18 -0
- package/build/main/util/routes.d.ts +8 -0
- package/build/main/util/routes.js +60 -0
- package/build/main/util/unsupported-tokens.d.ts +37 -0
- package/build/main/util/unsupported-tokens.js +1119 -0
- package/build/module/index.d.ts +3 -0
- package/build/module/index.js +4 -0
- package/build/module/providers/cache-node.d.ts +9 -0
- package/build/module/providers/cache-node.js +15 -0
- package/build/module/providers/cache.d.ts +13 -0
- package/build/module/providers/cache.js +2 -0
- package/build/module/providers/caching/route/index.d.ts +2 -0
- package/build/module/providers/caching/route/index.js +3 -0
- package/build/module/providers/caching/route/model/cache-mode.d.ts +16 -0
- package/build/module/providers/caching/route/model/cache-mode.js +18 -0
- package/build/module/providers/caching/route/model/cached-route.d.ts +26 -0
- package/build/module/providers/caching/route/model/cached-route.js +26 -0
- package/build/module/providers/caching/route/model/cached-routes.d.ts +63 -0
- package/build/module/providers/caching/route/model/cached-routes.js +66 -0
- package/build/module/providers/caching/route/model/index.d.ts +3 -0
- package/build/module/providers/caching/route/model/index.js +4 -0
- package/build/module/providers/caching/route/route-caching-provider.d.ts +91 -0
- package/build/module/providers/caching/route/route-caching-provider.js +61 -0
- package/build/module/providers/caching-gas-provider.d.ts +23 -0
- package/build/module/providers/caching-gas-provider.js +33 -0
- package/build/module/providers/caching-token-list-provider.d.ts +40 -0
- package/build/module/providers/caching-token-list-provider.js +116 -0
- package/build/module/providers/caching-token-provider.d.ts +25 -0
- package/build/module/providers/caching-token-provider.js +195 -0
- package/build/module/providers/eip-1559-gas-price-provider.d.ts +31 -0
- package/build/module/providers/eip-1559-gas-price-provider.js +59 -0
- package/build/module/providers/eth-estimate-gas-provider.d.ts +16 -0
- package/build/module/providers/eth-estimate-gas-provider.js +82 -0
- package/build/module/providers/eth-gas-station-info-gas-price-provider.d.ts +19 -0
- package/build/module/providers/eth-gas-station-info-gas-price-provider.js +30 -0
- package/build/module/providers/gas-price-provider.d.ts +10 -0
- package/build/module/providers/gas-price-provider.js +6 -0
- package/build/module/providers/index.d.ts +37 -0
- package/build/module/providers/index.js +38 -0
- package/build/module/providers/legacy-gas-price-provider.d.ts +7 -0
- package/build/module/providers/legacy-gas-price-provider.js +16 -0
- package/build/module/providers/multicall-provider.d.ts +82 -0
- package/build/module/providers/multicall-provider.js +11 -0
- package/build/module/providers/multicall-uniswap-provider.d.ts +37 -0
- package/build/module/providers/multicall-uniswap-provider.js +156 -0
- package/build/module/providers/on-chain-gas-price-provider.d.ts +19 -0
- package/build/module/providers/on-chain-gas-price-provider.js +34 -0
- package/build/module/providers/on-chain-quote-provider.d.ts +221 -0
- package/build/module/providers/on-chain-quote-provider.js +517 -0
- package/build/module/providers/provider.d.ts +10 -0
- package/build/module/providers/provider.js +2 -0
- package/build/module/providers/simulation-provider.d.ts +42 -0
- package/build/module/providers/simulation-provider.js +132 -0
- package/build/module/providers/static-gas-price-provider.d.ts +7 -0
- package/build/module/providers/static-gas-price-provider.js +9 -0
- package/build/module/providers/swap-router-provider.d.ts +31 -0
- package/build/module/providers/swap-router-provider.js +38 -0
- package/build/module/providers/tenderly-simulation-provider.d.ts +45 -0
- package/build/module/providers/tenderly-simulation-provider.js +249 -0
- package/build/module/providers/token-provider.d.ts +114 -0
- package/build/module/providers/token-provider.js +285 -0
- package/build/module/providers/token-validator-provider.d.ts +42 -0
- package/build/module/providers/token-validator-provider.js +88 -0
- package/build/module/providers/uri-subgraph-provider.d.ts +20 -0
- package/build/module/providers/uri-subgraph-provider.js +58 -0
- package/build/module/providers/v2/caching-pool-provider.d.ts +34 -0
- package/build/module/providers/v2/caching-pool-provider.js +81 -0
- package/build/module/providers/v2/caching-subgraph-provider.d.ts +23 -0
- package/build/module/providers/v2/caching-subgraph-provider.js +30 -0
- package/build/module/providers/v2/pool-provider.d.ts +60 -0
- package/build/module/providers/v2/pool-provider.js +103 -0
- package/build/module/providers/v2/quote-provider.d.ts +33 -0
- package/build/module/providers/v2/quote-provider.js +87 -0
- package/build/module/providers/v2/static-subgraph-provider.d.ts +20 -0
- package/build/module/providers/v2/static-subgraph-provider.js +96 -0
- package/build/module/providers/v2/subgraph-provider-with-fallback.d.ts +19 -0
- package/build/module/providers/v2/subgraph-provider-with-fallback.js +31 -0
- package/build/module/providers/v2/subgraph-provider.d.ts +34 -0
- package/build/module/providers/v2/subgraph-provider.js +136 -0
- package/build/module/providers/v2/uri-subgraph-provider.d.ts +4 -0
- package/build/module/providers/v2/uri-subgraph-provider.js +4 -0
- package/build/module/providers/v3/caching-pool-provider.d.ts +33 -0
- package/build/module/providers/v3/caching-pool-provider.js +70 -0
- package/build/module/providers/v3/caching-subgraph-provider.d.ts +23 -0
- package/build/module/providers/v3/caching-subgraph-provider.js +30 -0
- package/build/module/providers/v3/gas-data-provider.d.ts +57 -0
- package/build/module/providers/v3/gas-data-provider.js +61 -0
- package/build/module/providers/v3/pool-provider.d.ts +61 -0
- package/build/module/providers/v3/pool-provider.js +116 -0
- package/build/module/providers/v3/static-subgraph-provider.d.ts +21 -0
- package/build/module/providers/v3/static-subgraph-provider.js +200 -0
- package/build/module/providers/v3/subgraph-provider-with-fallback.d.ts +15 -0
- package/build/module/providers/v3/subgraph-provider-with-fallback.js +27 -0
- package/build/module/providers/v3/subgraph-provider.d.ts +37 -0
- package/build/module/providers/v3/subgraph-provider.js +132 -0
- package/build/module/providers/v3/uri-subgraph-provider.d.ts +4 -0
- package/build/module/providers/v3/uri-subgraph-provider.js +4 -0
- package/build/module/routers/alpha-router/alpha-router.d.ts +267 -0
- package/build/module/routers/alpha-router/alpha-router.js +823 -0
- package/build/module/routers/alpha-router/config.d.ts +4 -0
- package/build/module/routers/alpha-router/config.js +89 -0
- package/build/module/routers/alpha-router/entities/index.d.ts +1 -0
- package/build/module/routers/alpha-router/entities/index.js +2 -0
- package/build/module/routers/alpha-router/entities/route-with-valid-quote.d.ts +163 -0
- package/build/module/routers/alpha-router/entities/route-with-valid-quote.js +134 -0
- package/build/module/routers/alpha-router/functions/best-swap-route.d.ts +19 -0
- package/build/module/routers/alpha-router/functions/best-swap-route.js +356 -0
- package/build/module/routers/alpha-router/functions/calculate-ratio-amount-in.d.ts +3 -0
- package/build/module/routers/alpha-router/functions/calculate-ratio-amount-in.js +14 -0
- package/build/module/routers/alpha-router/functions/compute-all-routes.d.ts +8 -0
- package/build/module/routers/alpha-router/functions/compute-all-routes.js +65 -0
- package/build/module/routers/alpha-router/functions/get-candidate-pools.d.ts +78 -0
- package/build/module/routers/alpha-router/functions/get-candidate-pools.js +776 -0
- package/build/module/routers/alpha-router/gas-models/gas-model.d.ts +83 -0
- package/build/module/routers/alpha-router/gas-models/gas-model.js +67 -0
- package/build/module/routers/alpha-router/gas-models/index.d.ts +2 -0
- package/build/module/routers/alpha-router/gas-models/index.js +3 -0
- package/build/module/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.d.ts +25 -0
- package/build/module/routers/alpha-router/gas-models/mixedRoute/mixed-route-heuristic-gas-model.js +168 -0
- package/build/module/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.d.ts +29 -0
- package/build/module/routers/alpha-router/gas-models/v2/v2-heuristic-gas-model.js +160 -0
- package/build/module/routers/alpha-router/gas-models/v3/gas-costs.d.ts +6 -0
- package/build/module/routers/alpha-router/gas-models/v3/gas-costs.js +104 -0
- package/build/module/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.d.ts +31 -0
- package/build/module/routers/alpha-router/gas-models/v3/v3-heuristic-gas-model.js +281 -0
- package/build/module/routers/alpha-router/index.d.ts +4 -0
- package/build/module/routers/alpha-router/index.js +5 -0
- package/build/module/routers/alpha-router/quoters/base-quoter.d.ts +68 -0
- package/build/module/routers/alpha-router/quoters/base-quoter.js +54 -0
- package/build/module/routers/alpha-router/quoters/index.d.ts +5 -0
- package/build/module/routers/alpha-router/quoters/index.js +6 -0
- package/build/module/routers/alpha-router/quoters/mixed-quoter.d.ts +20 -0
- package/build/module/routers/alpha-router/quoters/mixed-quoter.js +123 -0
- package/build/module/routers/alpha-router/quoters/model/index.d.ts +1 -0
- package/build/module/routers/alpha-router/quoters/model/index.js +2 -0
- package/build/module/routers/alpha-router/quoters/model/results/get-quotes-result.d.ts +6 -0
- package/build/module/routers/alpha-router/quoters/model/results/get-quotes-result.js +2 -0
- package/build/module/routers/alpha-router/quoters/model/results/get-routes-result.d.ts +6 -0
- package/build/module/routers/alpha-router/quoters/model/results/get-routes-result.js +2 -0
- package/build/module/routers/alpha-router/quoters/model/results/index.d.ts +2 -0
- package/build/module/routers/alpha-router/quoters/model/results/index.js +3 -0
- package/build/module/routers/alpha-router/quoters/v2-quoter.d.ts +21 -0
- package/build/module/routers/alpha-router/quoters/v2-quoter.js +115 -0
- package/build/module/routers/alpha-router/quoters/v3-quoter.d.ts +19 -0
- package/build/module/routers/alpha-router/quoters/v3-quoter.js +118 -0
- package/build/module/routers/index.d.ts +4 -0
- package/build/module/routers/index.js +5 -0
- package/build/module/routers/legacy-router/bases.d.ts +136 -0
- package/build/module/routers/legacy-router/bases.js +93 -0
- package/build/module/routers/legacy-router/index.d.ts +1 -0
- package/build/module/routers/legacy-router/index.js +2 -0
- package/build/module/routers/legacy-router/legacy-router.d.ts +42 -0
- package/build/module/routers/legacy-router/legacy-router.js +290 -0
- package/build/module/routers/router.d.ts +165 -0
- package/build/module/routers/router.js +44 -0
- package/build/module/tsconfig.module.tsbuildinfo +1 -0
- package/build/module/types/other/commons.d.ts +16 -0
- package/build/module/types/other/commons.js +5 -0
- package/build/module/types/other/factories/Erc20__factory.d.ts +45 -0
- package/build/module/types/other/factories/Erc20__factory.js +236 -0
- package/build/module/types/other/factories/GasDataArbitrum__factory.d.ts +18 -0
- package/build/module/types/other/factories/GasDataArbitrum__factory.js +54 -0
- package/build/module/types/other/factories/GasPriceOracle__factory.d.ts +46 -0
- package/build/module/types/other/factories/GasPriceOracle__factory.js +312 -0
- package/build/module/types/other/factories/IMixedRouteQuoterV1__factory.d.ts +41 -0
- package/build/module/types/other/factories/IMixedRouteQuoterV1__factory.js +152 -0
- package/build/module/types/other/factories/ITokenValidator__factory.d.ts +22 -0
- package/build/module/types/other/factories/ITokenValidator__factory.js +74 -0
- package/build/module/types/other/factories/Permit2__factory.d.ts +87 -0
- package/build/module/types/other/factories/Permit2__factory.js +932 -0
- package/build/module/types/other/factories/SwapRouter02__factory.d.ts +67 -0
- package/build/module/types/other/factories/SwapRouter02__factory.js +1094 -0
- package/build/module/types/v2/commons.d.ts +16 -0
- package/build/module/types/v2/commons.js +5 -0
- package/build/module/types/v2/factories/IUniswapV2Pair__factory.d.ts +35 -0
- package/build/module/types/v2/factories/IUniswapV2Pair__factory.js +667 -0
- package/build/module/types/v3/commons.d.ts +16 -0
- package/build/module/types/v3/commons.js +5 -0
- package/build/module/types/v3/factories/IERC20Metadata__factory.d.ts +35 -0
- package/build/module/types/v3/factories/IERC20Metadata__factory.js +238 -0
- package/build/module/types/v3/factories/IQuoterV2__factory.d.ts +41 -0
- package/build/module/types/v3/factories/IQuoterV2__factory.js +216 -0
- package/build/module/types/v3/factories/IUniswapV3PoolState__factory.d.ts +22 -0
- package/build/module/types/v3/factories/IUniswapV3PoolState__factory.js +262 -0
- package/build/module/types/v3/factories/UniswapInterfaceMulticall__factory.d.ts +61 -0
- package/build/module/types/v3/factories/UniswapInterfaceMulticall__factory.js +123 -0
- package/build/module/util/addresses.d.ts +26 -0
- package/build/module/util/addresses.js +98 -0
- package/build/module/util/amounts.d.ts +8 -0
- package/build/module/util/amounts.js +41 -0
- package/build/module/util/callData.d.ts +1 -0
- package/build/module/util/callData.js +3 -0
- package/build/module/util/chains.d.ts +77 -0
- package/build/module/util/chains.js +556 -0
- package/build/module/util/gas-factory-helpers.d.ts +24 -0
- package/build/module/util/gas-factory-helpers.js +291 -0
- package/build/module/util/index.d.ts +7 -0
- package/build/module/util/index.js +8 -0
- package/build/module/util/log.d.ts +3 -0
- package/build/module/util/log.js +93 -0
- package/build/module/util/methodParameters.d.ts +5 -0
- package/build/module/util/methodParameters.js +106 -0
- package/build/module/util/metric.d.ts +48 -0
- package/build/module/util/metric.js +53 -0
- package/build/module/util/protocols.d.ts +2 -0
- package/build/module/util/protocols.js +14 -0
- package/build/module/util/routes.d.ts +8 -0
- package/build/module/util/routes.js +50 -0
- package/build/module/util/unsupported-tokens.d.ts +37 -0
- package/build/module/util/unsupported-tokens.js +1116 -0
- package/package.json +119 -0
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import { Protocol } from '@uniswap/router-sdk';
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import { TradeType } from '@uniswap/sdk-core';
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import { FeeAmount } from '@uniswap/v3-sdk';
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import _ from 'lodash';
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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,
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// USDC_CFX_TEST,
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USDT_CFX_TEST,
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// DAI_CFX_TEST,
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} from '../../../providers/token-provider';
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import { ChainId, WRAPPED_NATIVE_CURRENCY } from '../../../util';
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import { parseFeeAmount, unparseFeeAmount } from '../../../util/amounts';
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import { log } from '../../../util/log';
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import { metric, MetricLoggerUnit } from '../../../util/metric';
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const baseTokensByChain = {
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[ChainId.MAINNET]: [
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USDC_MAINNET,
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USDT_MAINNET,
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WBTC_MAINNET,
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DAI_MAINNET,
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WRAPPED_NATIVE_CURRENCY[1],
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FEI_MAINNET,
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],
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[ChainId.RINKEBY]: [DAI_RINKEBY_1, DAI_RINKEBY_2],
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[ChainId.OPTIMISM]: [
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DAI_OPTIMISM,
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USDC_OPTIMISM,
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USDT_OPTIMISM,
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WBTC_OPTIMISM,
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],
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[ChainId.OPTIMISM_GOERLI]: [
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DAI_OPTIMISM_GOERLI,
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USDC_OPTIMISM_GOERLI,
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USDT_OPTIMISM_GOERLI,
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WBTC_OPTIMISM_GOERLI,
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],
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[ChainId.OPTIMISTIC_KOVAN]: [
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DAI_OPTIMISTIC_KOVAN,
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USDC_OPTIMISTIC_KOVAN,
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WBTC_OPTIMISTIC_KOVAN,
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USDT_OPTIMISTIC_KOVAN,
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],
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[ChainId.ARBITRUM_ONE]: [
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DAI_ARBITRUM,
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USDC_ARBITRUM,
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WBTC_ARBITRUM,
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USDT_ARBITRUM,
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],
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[ChainId.ARBITRUM_RINKEBY]: [DAI_ARBITRUM_RINKEBY, USDT_ARBITRUM_RINKEBY],
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[ChainId.ARBITRUM_GOERLI]: [USDC_ARBITRUM_GOERLI],
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[ChainId.POLYGON]: [USDC_POLYGON, WMATIC_POLYGON],
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[ChainId.POLYGON_MUMBAI]: [DAI_POLYGON_MUMBAI, WMATIC_POLYGON_MUMBAI],
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[ChainId.CELO]: [CUSD_CELO, CEUR_CELO, CELO],
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[ChainId.CELO_ALFAJORES]: [
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CUSD_CELO_ALFAJORES,
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CEUR_CELO_ALFAJORES,
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CELO_ALFAJORES,
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],
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[ChainId.GNOSIS]: [WBTC_GNOSIS, WXDAI_GNOSIS, USDC_ETHEREUM_GNOSIS],
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[ChainId.MOONBEAM]: [
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DAI_MOONBEAM,
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USDC_MOONBEAM,
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WBTC_MOONBEAM,
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WGLMR_MOONBEAM,
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],
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[ChainId.BSC]: [
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DAI_BSC,
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USDC_BSC,
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USDT_BSC,
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],
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[ChainId.CFX]: [DAI_CFX, USDC_CFX, USDT_CFX],
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[ChainId.CFX_TEST]: [
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// DAI_CFX_TEST,
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// USDC_CFX_TEST,
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USDT_CFX_TEST
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],
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};
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export async function getV3CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
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var _a, _b, _c, _d, _e;
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const { blockNumber, v3PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNSecondHopForTokenAddress, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
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const tokenInAddress = tokenIn.address.toLowerCase();
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const tokenOutAddress = tokenOut.address.toLowerCase();
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const beforeSubgraphPools = Date.now();
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const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
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blockNumber,
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});
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log.info({ samplePools: allPoolsRaw.slice(0, 3) }, 'Got all pools from V3 subgraph provider');
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const allPools = _.map(allPoolsRaw, (pool) => {
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return {
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...pool,
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token0: {
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...pool.token0,
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id: pool.token0.id.toLowerCase(),
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},
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token1: {
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...pool.token1,
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id: pool.token1.id.toLowerCase(),
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},
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98
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};
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});
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100
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metric.putMetric('V3SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, MetricLoggerUnit.Milliseconds);
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101
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// Only consider pools where neither tokens are in the blocked token list.
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let filteredPools = allPools;
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103
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if (blockedTokenListProvider) {
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filteredPools = [];
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105
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for (const pool of allPools) {
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106
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const token0InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token0.id);
|
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107
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const token1InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token1.id);
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108
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if (token0InBlocklist || token1InBlocklist) {
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continue;
|
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110
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}
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111
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filteredPools.push(pool);
|
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}
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113
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}
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114
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const subgraphPoolsSorted = _(filteredPools)
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115
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.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
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.value();
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117
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log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
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118
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const poolAddressesSoFar = new Set();
|
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119
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const addToAddressSet = (pools) => {
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120
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_(pools)
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121
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.map((pool) => pool.id)
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122
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.forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
|
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123
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};
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124
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const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
|
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125
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+
const topByBaseWithTokenIn = _(baseTokens)
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126
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.flatMap((token) => {
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127
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return _(subgraphPoolsSorted)
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.filter((subgraphPool) => {
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const tokenAddress = token.address.toLowerCase();
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130
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return ((subgraphPool.token0.id == tokenAddress &&
|
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131
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subgraphPool.token1.id == tokenInAddress) ||
|
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132
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(subgraphPool.token1.id == tokenAddress &&
|
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133
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subgraphPool.token0.id == tokenInAddress));
|
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134
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})
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135
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.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
|
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136
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.slice(0, topNWithEachBaseToken)
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137
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.value();
|
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138
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})
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139
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+
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
|
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140
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.slice(0, topNWithBaseToken)
|
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141
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.value();
|
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142
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+
const topByBaseWithTokenOut = _(baseTokens)
|
|
143
|
+
.flatMap((token) => {
|
|
144
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+
return _(subgraphPoolsSorted)
|
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145
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+
.filter((subgraphPool) => {
|
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146
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+
const tokenAddress = token.address.toLowerCase();
|
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147
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+
return ((subgraphPool.token0.id == tokenAddress &&
|
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148
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+
subgraphPool.token1.id == tokenOutAddress) ||
|
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149
|
+
(subgraphPool.token1.id == tokenAddress &&
|
|
150
|
+
subgraphPool.token0.id == tokenOutAddress));
|
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151
|
+
})
|
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152
|
+
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
|
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153
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+
.slice(0, topNWithEachBaseToken)
|
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154
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+
.value();
|
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155
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+
})
|
|
156
|
+
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
|
|
157
|
+
.slice(0, topNWithBaseToken)
|
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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
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+
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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