@maxosllc/smart-order-router/build/module/routers/alpha-router/quoters/mixed-quoter.js

BlockDAG Smart Order Router

import { Protocol } from '@uniswap/router-sdk';
import { TradeType } from '@uniswap/sdk-core';
import _ from 'lodash';
import { TokenValidationResult, } from '../../../providers';
import { log, metric, MetricLoggerUnit, routeToString, } from '../../../util';
import { MixedRouteWithValidQuote } from '../entities';
import { computeAllMixedRoutes } from '../functions/compute-all-routes';
import { getMixedRouteCandidatePools, } from '../functions/get-candidate-pools';
import { UniversalRouterVersion } from '@uniswap/universal-router-sdk';
import { mixedRouteFilterOutV4Pools } from '../../../util/mixedRouteFilterOutV4Pools';
import { BaseQuoter } from './base-quoter';
export class MixedQuoter extends BaseQuoter {
    constructor(v4SubgraphProvider, v4PoolProvider, v3SubgraphProvider, v3PoolProvider, v2SubgraphProvider, v2PoolProvider, onChainQuoteProvider, tokenProvider, chainId, blockedTokenListProvider, tokenValidatorProvider) {
        super(tokenProvider, chainId, Protocol.MIXED, blockedTokenListProvider, tokenValidatorProvider);
        this.v4SubgraphProvider = v4SubgraphProvider;
        this.v4PoolProvider = v4PoolProvider;
        this.v3SubgraphProvider = v3SubgraphProvider;
        this.v3PoolProvider = v3PoolProvider;
        this.v2SubgraphProvider = v2SubgraphProvider;
        this.v2PoolProvider = v2PoolProvider;
        this.onChainQuoteProvider = onChainQuoteProvider;
    }
    async getRoutes(currencyIn, currencyOut, v4v3v2candidatePools, tradeType, routingConfig) {
        var _a, _b, _c, _d;
        const beforeGetRoutes = Date.now();
        if (tradeType != TradeType.EXACT_INPUT) {
            throw new Error('Mixed route quotes are not supported for EXACT_OUTPUT');
        }
        const [v4CandidatePools, v3CandidatePools, v2CandidatePools, crossLiquidityPools,] = v4v3v2candidatePools;
        const { V2poolAccessor, V3poolAccessor, V4poolAccessor, candidatePools: mixedRouteCandidatePools, } = await getMixedRouteCandidatePools({
            v4CandidatePools,
            v3CandidatePools,
            v2CandidatePools,
            crossLiquidityPools,
            tokenProvider: this.tokenProvider,
            v4PoolProvider: this.v4PoolProvider,
            v3poolProvider: this.v3PoolProvider,
            v2poolProvider: this.v2PoolProvider,
            routingConfig,
            chainId: this.chainId,
        });
        const V4poolsRaw = V4poolAccessor.getAllPools();
        const V3poolsRaw = V3poolAccessor.getAllPools();
        const V2poolsRaw = V2poolAccessor.getAllPools();
        const poolsRaw = [];
        if (!((_a = routingConfig.excludedProtocolsFromMixed) === null || _a === void 0 ? void 0 : _a.includes(Protocol.V4))) {
            poolsRaw.push(...V4poolsRaw);
        }
        if (!((_b = routingConfig.excludedProtocolsFromMixed) === null || _b === void 0 ? void 0 : _b.includes(Protocol.V3))) {
            poolsRaw.push(...V3poolsRaw);
        }
        if (!((_c = routingConfig.excludedProtocolsFromMixed) === null || _c === void 0 ? void 0 : _c.includes(Protocol.V2))) {
            poolsRaw.push(...V2poolsRaw);
        }
        const candidatePools = mixedRouteCandidatePools;
        // Drop any pools that contain fee on transfer tokens (not supported by v3) or have issues with being transferred.
        const pools = await this.applyTokenValidatorToPools(poolsRaw, (token, tokenValidation) => {
            // If there is no available validation result we assume the token is fine.
            if (!tokenValidation) {
                return false;
            }
            // Only filters out *intermediate* pools that involve tokens that we detect
            // cant be transferred. This prevents us trying to route through tokens that may
            // not be transferrable, but allows users to still swap those tokens if they
            // specify.
            //
            if (tokenValidation == TokenValidationResult.STF &&
                (token.equals(currencyIn) || token.equals(currencyOut))) {
                return false;
            }
            return (tokenValidation == TokenValidationResult.FOT ||
                tokenValidation == TokenValidationResult.STF);
        });
        const { maxSwapsPerPath } = routingConfig;
        let routes = computeAllMixedRoutes(currencyIn, currencyOut, pools, maxSwapsPerPath, routingConfig.shouldEnableMixedRouteEthWeth, routingConfig.hooksOptions);
        if (routingConfig.universalRouterVersion === UniversalRouterVersion.V1_2 ||
            !((_d = routingConfig.protocols) === null || _d === void 0 ? void 0 : _d.includes(Protocol.V4))) {
            routes = mixedRouteFilterOutV4Pools(routes);
        }
        metric.putMetric('MixedGetRoutesLoad', Date.now() - beforeGetRoutes, MetricLoggerUnit.Milliseconds);
        metric.putMetric(`MixedGetRoutesLoad_Chain${this.chainId}`, Date.now() - beforeGetRoutes, MetricLoggerUnit.Milliseconds);
        return {
            routes: routes,
            candidatePools,
        };
    }
    async getQuotes(routes, amounts, percents, quoteCurrency, tradeType, routingConfig, candidatePools, gasModel) {
        const beforeGetQuotes = Date.now();
        log.info('Starting to get mixed quotes');
        if (gasModel === undefined) {
            throw new Error('GasModel for MixedRouteWithValidQuote is required to getQuotes');
        }
        if (routes.length == 0) {
            return { routesWithValidQuotes: [], candidatePools };
        }
        // For all our routes, and all the fractional amounts, fetch quotes on-chain.
        const quoteFn = this.onChainQuoteProvider.getQuotesManyExactIn.bind(this.onChainQuoteProvider);
        const beforeQuotes = Date.now();
        log.info(`Getting quotes for mixed for ${routes.length} routes with ${amounts.length} amounts per route.`);
        const { routesWithQuotes } = await quoteFn(amounts, routes, routingConfig);
        metric.putMetric('MixedQuotesLoad', Date.now() - beforeQuotes, MetricLoggerUnit.Milliseconds);
        metric.putMetric('MixedQuotesFetched', _(routesWithQuotes)
            .map(([, quotes]) => quotes.length)
            .sum(), MetricLoggerUnit.Count);
        const routesWithValidQuotes = [];
        for (const routeWithQuote of routesWithQuotes) {
            const [route, quotes] = routeWithQuote;
            for (let i = 0; i < quotes.length; i++) {
                const percent = percents[i];
                const amountQuote = quotes[i];
                const { quote, amount, sqrtPriceX96AfterList, initializedTicksCrossedList, gasEstimate, } = amountQuote;
                if (!quote ||
                    !sqrtPriceX96AfterList ||
                    !initializedTicksCrossedList ||
                    !gasEstimate) {
                    log.debug({
                        route: routeToString(route),
                        amountQuote,
                    }, 'Dropping a null mixed quote for route.');
                    continue;
                }
                const routeWithValidQuote = new MixedRouteWithValidQuote({
                    route,
                    rawQuote: quote,
                    amount,
                    percent,
                    sqrtPriceX96AfterList,
                    initializedTicksCrossedList,
                    quoterGasEstimate: gasEstimate,
                    mixedRouteGasModel: gasModel,
                    quoteToken: quoteCurrency.wrapped,
                    tradeType,
                    v4PoolProvider: this.v4PoolProvider,
                    v3PoolProvider: this.v3PoolProvider,
                    v2PoolProvider: this.v2PoolProvider,
                });
                routesWithValidQuotes.push(routeWithValidQuote);
            }
        }
        metric.putMetric('MixedGetQuotesLoad', Date.now() - beforeGetQuotes, MetricLoggerUnit.Milliseconds);
        return {
            routesWithValidQuotes,
            candidatePools,
        };
    }
}
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