@maxosllc/smart-order-router
Version:
BlockDAG Smart Order Router
114 lines • 11.1 kB
JavaScript
import { BigNumber } from '@ethersproject/bignumber';
import { ZERO } from '@uniswap/router-sdk';
import { Fraction, TradeType } from '@uniswap/sdk-core';
import { SwapType, } from '../routers';
import { CurrencyAmount } from '../util';
export class PortionProvider {
getPortionAmount(tokenOutAmount, tradeType, externalTransferFailed, feeTakenOnTransfer, swapConfig) {
if (externalTransferFailed ||
feeTakenOnTransfer ||
(swapConfig === null || swapConfig === void 0 ? void 0 : swapConfig.type) !== SwapType.UNIVERSAL_ROUTER) {
return undefined;
}
const swapConfigUniversalRouter = swapConfig;
switch (tradeType) {
case TradeType.EXACT_INPUT:
if (swapConfigUniversalRouter.fee &&
swapConfigUniversalRouter.fee.fee.greaterThan(ZERO)) {
return tokenOutAmount.multiply(swapConfigUniversalRouter.fee.fee);
}
return undefined;
case TradeType.EXACT_OUTPUT:
if (swapConfigUniversalRouter.flatFee &&
swapConfigUniversalRouter.flatFee.amount > BigNumber.from(0)) {
return CurrencyAmount.fromRawAmount(tokenOutAmount.currency, swapConfigUniversalRouter.flatFee.amount.toString());
}
return undefined;
default:
throw new Error(`Unknown trade type ${tradeType}`);
}
}
getPortionQuoteAmount(tradeType, quote, portionAdjustedAmount, portionAmount) {
if (!portionAmount) {
return undefined;
}
// this method can only be called for exact out
// for exact in, there is no need to compute the portion quote amount, since portion is always against token out amount
if (tradeType !== TradeType.EXACT_OUTPUT) {
return undefined;
}
// 1. then we know portion amount and portion adjusted exact out amount,
// we can get a ratio
// i.e. portionToPortionAdjustedAmountRatio = portionAmountToken / portionAdjustedAmount
const portionToPortionAdjustedAmountRatio = new Fraction(portionAmount.quotient, portionAdjustedAmount.quotient);
// 2. we have the portionAmountToken / portionAdjustedAmount ratio
// then we can estimate the portion amount for quote, i.e. what is the estimated token in amount deducted for the portion
// this amount will be portionQuoteAmountToken = portionAmountToken / portionAdjustedAmount * quote
// CAVEAT: we prefer to use the quote currency amount OVER quote gas adjusted currency amount for the formula
// because the portion amount calculated from the exact out has no way to account for the gas units.
return CurrencyAmount.fromRawAmount(quote.currency, portionToPortionAdjustedAmountRatio.multiply(quote).quotient);
}
getRouteWithQuotePortionAdjusted(tradeType, routeWithQuotes, swapConfig, providerConfig) {
// the route with quote portion adjustment is only needed for exact in routes with quotes
// because the route with quotes does not know the output amount needs to subtract the portion amount
if (tradeType !== TradeType.EXACT_INPUT) {
return routeWithQuotes;
}
// the route with quote portion adjustment is only needed for universal router
// for swap router 02, it doesn't have portion-related commands
if ((swapConfig === null || swapConfig === void 0 ? void 0 : swapConfig.type) !== SwapType.UNIVERSAL_ROUTER) {
return routeWithQuotes;
}
return routeWithQuotes.map((routeWithQuote) => {
const portionAmount = this.getPortionAmount(routeWithQuote.quote, tradeType, providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.externalTransferFailed, providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.feeTakenOnTransfer, swapConfig);
// This is a sub-optimal solution agreed among the teams to work around the exact in
// portion amount issue for universal router.
// The most optimal solution is to update router-sdk https://github.com/Uniswap/router-sdk/blob/main/src/entities/trade.ts#L215
// `minimumAmountOut` to include portionBips as well, `public minimumAmountOut(slippageTolerance: Percent, amountOut = this.outputAmount, portionBips: Percent)
// but this will require a new release of router-sdk, and bump router-sdk versions in across downstream dependencies across the stack.
// We opt to use this sub-optimal solution for now, and revisit the optimal solution in the future.
// Since SOR subtracts portion amount from EACH route output amount (note the routeWithQuote.quote above),
// SOR will have as accurate ouput amount per route as possible, which helps with the final `minimumAmountOut`
if (portionAmount) {
routeWithQuote.quote = routeWithQuote.quote.subtract(portionAmount);
}
return routeWithQuote;
});
}
getQuote(tradeType, quote, portionQuoteAmount) {
switch (tradeType) {
case TradeType.EXACT_INPUT:
return quote;
case TradeType.EXACT_OUTPUT:
return portionQuoteAmount ? quote.subtract(portionQuoteAmount) : quote;
default:
throw new Error(`Unknown trade type ${tradeType}`);
}
}
getQuoteGasAdjusted(tradeType, quoteGasAdjusted, portionQuoteAmount) {
switch (tradeType) {
case TradeType.EXACT_INPUT:
return quoteGasAdjusted;
case TradeType.EXACT_OUTPUT:
return portionQuoteAmount
? quoteGasAdjusted.subtract(portionQuoteAmount)
: quoteGasAdjusted;
default:
throw new Error(`Unknown trade type ${tradeType}`);
}
}
getQuoteGasAndPortionAdjusted(tradeType, quoteGasAdjusted, portionAmount) {
if (!portionAmount) {
return undefined;
}
switch (tradeType) {
case TradeType.EXACT_INPUT:
return quoteGasAdjusted.subtract(portionAmount);
case TradeType.EXACT_OUTPUT:
return quoteGasAdjusted;
default:
throw new Error(`Unknown trade type ${tradeType}`);
}
}
}
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