@maxosllc/smart-order-router
Version:
BlockDAG Smart Order Router
161 lines • 15.5 kB
JavaScript
;
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.MixedRouteHeuristicGasModelFactory = void 0;
const bignumber_1 = require("@ethersproject/bignumber");
const router_sdk_1 = require("@uniswap/router-sdk");
const v2_sdk_1 = require("@uniswap/v2-sdk");
const v3_sdk_1 = require("@uniswap/v3-sdk");
const v4_sdk_1 = require("@uniswap/v4-sdk");
const jsbi_1 = __importDefault(require("jsbi"));
const __1 = require("../../../..");
const util_1 = require("../../../../util");
const amounts_1 = require("../../../../util/amounts");
const gas_factory_helpers_1 = require("../../../../util/gas-factory-helpers");
const gas_costs_1 = require("../gas-costs");
const gas_model_1 = require("../gas-model");
const v2_heuristic_gas_model_1 = require("../v2/v2-heuristic-gas-model");
/**
* Computes a gas estimate for a mixed route swap using heuristics.
* Considers number of hops in the route, number of ticks crossed
* and the typical base cost for a swap.
*
* We get the number of ticks crossed in a swap from the MixedRouteQuoterV1
* contract.
*
* We compute gas estimates off-chain because
* 1/ Calling eth_estimateGas for a swaps requires the caller to have
* the full balance token being swapped, and approvals.
* 2/ Tracking gas used using a wrapper contract is not accurate with Multicall
* due to EIP-2929. We would have to make a request for every swap we wanted to estimate.
* 3/ For V2 we simulate all our swaps off-chain so have no way to track gas used.
*
* @export
* @class MixedRouteHeuristicGasModelFactory
*/
class MixedRouteHeuristicGasModelFactory extends gas_model_1.IOnChainGasModelFactory {
async buildGasModel({ chainId, gasPriceWei, pools, quoteToken, v2poolProvider: V2poolProvider, providerConfig, }) {
const nativeCurrency = __1.WRAPPED_NATIVE_CURRENCY[chainId];
const usdPool = pools.usdPool;
const usdToken = usdPool.token0.equals(nativeCurrency)
? usdPool.token1
: usdPool.token0;
let nativeV2Pool;
// Avoid fetching for a (WETH,WETH) pool here, we handle the quoteToken = wrapped native case in estimateGasCost
if (!quoteToken.equals(nativeCurrency) && V2poolProvider) {
/// MixedRoutes
nativeV2Pool = await (0, gas_factory_helpers_1.getV2NativePool)(quoteToken, V2poolProvider, providerConfig);
}
const estimateGasCost = (routeWithValidQuote) => {
var _a;
const { totalGasCostNativeCurrency, baseGasUse } = this.estimateGas(routeWithValidQuote, gasPriceWei, chainId, providerConfig);
/** ------ MARK: USD Logic -------- */
const gasCostInTermsOfUSD = (0, gas_model_1.getQuoteThroughNativePool)(chainId, totalGasCostNativeCurrency, usdPool);
/** ------ MARK: Conditional logic run if gasToken is specified -------- */
const nativeAndSpecifiedGasTokenPool = pools.nativeAndSpecifiedGasTokenV3Pool;
let gasCostInTermsOfGasToken = undefined;
if (nativeAndSpecifiedGasTokenPool) {
gasCostInTermsOfGasToken = (0, gas_model_1.getQuoteThroughNativePool)(chainId, totalGasCostNativeCurrency, nativeAndSpecifiedGasTokenPool);
}
// if the gasToken is the native currency, we can just use the totalGasCostNativeCurrency
else if ((_a = providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.gasToken) === null || _a === void 0 ? void 0 : _a.equals(nativeCurrency)) {
gasCostInTermsOfGasToken = totalGasCostNativeCurrency;
}
/** ------ MARK: return early if quoteToken is wrapped native currency ------- */
if (quoteToken.equals(nativeCurrency)) {
return {
gasEstimate: baseGasUse,
gasCostInToken: totalGasCostNativeCurrency,
gasCostInUSD: gasCostInTermsOfUSD,
gasCostInGasToken: gasCostInTermsOfGasToken,
};
}
/** ------ MARK: Main gas logic in terms of quote token -------- */
// If the quote token is not in the native currency, we convert the gas cost to be in terms of the quote token.
// We do this by getting the highest liquidity <quoteToken>/<nativeCurrency> pool. eg. <quoteToken>/ETH pool.
const nativeV3Pool = pools.nativeAndQuoteTokenV3Pool;
if (!nativeV3Pool && !nativeV2Pool) {
util_1.log.info(`Unable to find ${nativeCurrency.symbol} pool with the quote token, ${quoteToken.symbol} to produce gas adjusted costs. Route will not account for gas.`);
return {
gasEstimate: baseGasUse,
gasCostInToken: amounts_1.CurrencyAmount.fromRawAmount(quoteToken, 0),
gasCostInUSD: amounts_1.CurrencyAmount.fromRawAmount(usdToken, 0),
};
}
/// we will use nativeV2Pool for fallback if nativeV3 does not exist or has 0 liquidity
/// can use ! here because we return above if v3Pool and v2Pool are null
const nativePool = (!nativeV3Pool || jsbi_1.default.equal(nativeV3Pool.liquidity, jsbi_1.default.BigInt(0))) &&
nativeV2Pool
? nativeV2Pool
: nativeV3Pool;
const gasCostInTermsOfQuoteToken = (0, gas_model_1.getQuoteThroughNativePool)(chainId, totalGasCostNativeCurrency, nativePool);
return {
gasEstimate: baseGasUse,
gasCostInToken: gasCostInTermsOfQuoteToken,
gasCostInUSD: gasCostInTermsOfUSD,
gasCostInGasToken: gasCostInTermsOfGasToken,
};
};
return {
estimateGasCost: estimateGasCost.bind(this),
};
}
estimateGas(routeWithValidQuote, gasPriceWei, chainId, providerConfig) {
const totalInitializedTicksCrossed = this.totalInitializedTicksCrossed(routeWithValidQuote.initializedTicksCrossedList);
/**
* Since we must make a separate call to multicall for each v3 and v2 section, we will have to
* add the BASE_SWAP_COST to each section.
*/
let baseGasUseV2Only = bignumber_1.BigNumber.from(0);
let baseGasUseV3Only = bignumber_1.BigNumber.from(0);
let baseGasUse = bignumber_1.BigNumber.from(0);
let routeContainsV4Pool = false;
const route = routeWithValidQuote.route;
const res = (0, router_sdk_1.partitionMixedRouteByProtocol)(route);
res.map((section) => {
if (section.every((pool) => pool instanceof v3_sdk_1.Pool)) {
baseGasUseV3Only = baseGasUseV3Only.add((0, gas_costs_1.BASE_SWAP_COST)(chainId));
baseGasUseV3Only = baseGasUseV3Only.add((0, gas_costs_1.COST_PER_HOP)(chainId).mul(section.length));
baseGasUse = baseGasUse.add(baseGasUseV3Only);
}
else if (section.every((pool) => pool instanceof v2_sdk_1.Pair)) {
baseGasUseV2Only = baseGasUseV2Only.add(v2_heuristic_gas_model_1.BASE_SWAP_COST);
baseGasUseV2Only = baseGasUseV2Only.add(
/// same behavior in v2 heuristic gas model factory
v2_heuristic_gas_model_1.COST_PER_EXTRA_HOP.mul(section.length - 1));
baseGasUse = baseGasUse.add(baseGasUseV2Only);
}
else if (section.every((pool) => pool instanceof v4_sdk_1.Pool)) {
routeContainsV4Pool = true;
}
});
const tickGasUse = (0, gas_costs_1.COST_PER_INIT_TICK)(chainId).mul(totalInitializedTicksCrossed);
const uninitializedTickGasUse = gas_costs_1.COST_PER_UNINIT_TICK.mul(0);
if (routeContainsV4Pool) {
// If the route contains a V4 pool, we know we are hitting mixed quoter V2, not mixed quoter V1,
// Hence we already know the v3 and v4 hops part of the quoter gas estimate.
// We only need to add the base gas use for the v2 part of the route,
// because mixed quoter doesn't have a way to estimate gas for v2 pools swaps.
baseGasUse = baseGasUseV2Only.add(routeWithValidQuote.quoterGasEstimate);
}
else {
// base estimate gas used based on chainId estimates for hops and ticks gas useage
baseGasUse = baseGasUse.add(tickGasUse).add(uninitializedTickGasUse);
}
if (providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.additionalGasOverhead) {
baseGasUse = baseGasUse.add(providerConfig.additionalGasOverhead);
}
const baseGasCostWei = gasPriceWei.mul(baseGasUse);
const wrappedCurrency = __1.WRAPPED_NATIVE_CURRENCY[chainId];
const totalGasCostNativeCurrency = amounts_1.CurrencyAmount.fromRawAmount(wrappedCurrency, baseGasCostWei.toString());
return {
totalGasCostNativeCurrency,
totalInitializedTicksCrossed,
baseGasUse,
};
}
}
exports.MixedRouteHeuristicGasModelFactory = MixedRouteHeuristicGasModelFactory;
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