@maxosllc/smart-order-router/build/module/routers/alpha-router/quoters/v4-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 { V4RouteWithValidQuote } from '../entities';
import { computeAllV4Routes } from '../functions/compute-all-routes';
import { BaseQuoter } from './base-quoter';
export class V4Quoter extends BaseQuoter {
    constructor(v4SubgraphProvider, v4PoolProvider, onChainQuoteProvider, tokenProvider, chainId, blockedTokenListProvider, tokenValidatorProvider) {
        super(tokenProvider, chainId, Protocol.V4, blockedTokenListProvider, tokenValidatorProvider);
        this.v4SubgraphProvider = v4SubgraphProvider;
        this.v4PoolProvider = v4PoolProvider;
        this.onChainQuoteProvider = onChainQuoteProvider;
    }
    async getRoutes(currencyIn, currencyOut, v4CandidatePools, _tradeType, routingConfig) {
        const beforeGetRoutes = Date.now();
        // Fetch all the pools that we will consider routing via. There are thousands
        // of pools, so we filter them to a set of candidate pools that we expect will
        // result in good prices.
        const { poolAccessor, candidatePools } = v4CandidatePools;
        const poolsRaw = poolAccessor.getAllPools();
        // Drop any pools that contain fee on transfer tokens (not supported by v4) 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);
        });
        // Given all our candidate pools, compute all the possible ways to route from currencyIn to tokenOut.
        const { maxSwapsPerPath } = routingConfig;
        const routes = computeAllV4Routes(currencyIn, currencyOut, pools, maxSwapsPerPath, routingConfig.hooksOptions);
        metric.putMetric('V4GetRoutesLoad', Date.now() - beforeGetRoutes, MetricLoggerUnit.Milliseconds);
        metric.putMetric(`V4GetRoutesLoad_Chain${this.chainId}`, Date.now() - beforeGetRoutes, MetricLoggerUnit.Milliseconds);
        return {
            routes,
            candidatePools,
        };
    }
    async getQuotes(routes, amounts, percents, quoteCurrency, tradeType, routingConfig, candidatePools, gasModel) {
        const beforeGetQuotes = Date.now();
        log.info('Starting to get V4 quotes');
        if (gasModel === undefined) {
            throw new Error('GasModel for V4RouteWithValidQuote 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 = tradeType == TradeType.EXACT_INPUT
            ? this.onChainQuoteProvider.getQuotesManyExactIn.bind(this.onChainQuoteProvider)
            : this.onChainQuoteProvider.getQuotesManyExactOut.bind(this.onChainQuoteProvider);
        const beforeQuotes = Date.now();
        log.info(`Getting quotes for V4 for ${routes.length} routes with ${amounts.length} amounts per route.`);
        const { routesWithQuotes } = await quoteFn(amounts, routes, routingConfig);
        metric.putMetric('V4QuotesLoad', Date.now() - beforeQuotes, MetricLoggerUnit.Milliseconds);
        metric.putMetric('V4QuotesFetched', _(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 V4 quote for route.');
                    continue;
                }
                const routeWithValidQuote = new V4RouteWithValidQuote({
                    route,
                    rawQuote: quote,
                    amount,
                    percent,
                    sqrtPriceX96AfterList,
                    initializedTicksCrossedList,
                    quoterGasEstimate: gasEstimate,
                    gasModel,
                    // TODO: ROUTE-306 make it unwrapped, once v4 gas model supports native quote currency
                    // For now it's ok to keep it wrapped,
                    // because the quote is the fairly accurate quote from the native currency routing
                    quoteToken: quoteCurrency.wrapped,
                    tradeType,
                    v4PoolProvider: this.v4PoolProvider,
                });
                routesWithValidQuotes.push(routeWithValidQuote);
            }
        }
        metric.putMetric('V4GetQuotesLoad', Date.now() - beforeGetQuotes, MetricLoggerUnit.Milliseconds);
        return {
            routesWithValidQuotes,
            candidatePools,
        };
    }
}
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