@rainbow-me/fee-suggestions
Version:
JavaScript library that suggest fees on Ethereum after EIP-1559 using historical data using ethers.js
194 lines (193 loc) • 12.5 kB
JavaScript
;
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
var __generator = (this && this.__generator) || function (thisArg, body) {
var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
function verb(n) { return function (v) { return step([n, v]); }; }
function step(op) {
if (f) throw new TypeError("Generator is already executing.");
while (_) try {
if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
if (y = 0, t) op = [op[0] & 2, t.value];
switch (op[0]) {
case 0: case 1: t = op; break;
case 4: _.label++; return { value: op[1], done: false };
case 5: _.label++; y = op[1]; op = [0]; continue;
case 7: op = _.ops.pop(); _.trys.pop(); continue;
default:
if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
if (t[2]) _.ops.pop();
_.trys.pop(); continue;
}
op = body.call(thisArg, _);
} catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
}
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.suggestFees = exports.suggestMaxPriorityFee = exports.suggestMaxBaseFee = void 0;
var ethers_1 = require("ethers");
var moving_averages_1 = require("moving-averages");
var constants_1 = require("./constants");
var utils_1 = require("./utils");
var suggestMaxBaseFee = function (provider, fromBlock, blockCountHistory) {
if (fromBlock === void 0) { fromBlock = 'latest'; }
if (blockCountHistory === void 0) { blockCountHistory = 100; }
return __awaiter(void 0, void 0, void 0, function () {
var feeHistory, currentBaseFee, baseFees, order, i, baseFeeTrend, i, result, maxBaseFee, timeFactor, bf, baseFeeSuggestion, blocksToConfirmationByBaseFee;
return __generator(this, function (_a) {
switch (_a.label) {
case 0: return [4 /*yield*/, provider.send('eth_feeHistory', [
ethers_1.utils.hexStripZeros(ethers_1.utils.hexlify(blockCountHistory)),
fromBlock,
[],
])];
case 1:
feeHistory = _a.sent();
currentBaseFee = (0, utils_1.weiToString)(feeHistory === null || feeHistory === void 0 ? void 0 : feeHistory.baseFeePerGas[(feeHistory === null || feeHistory === void 0 ? void 0 : feeHistory.baseFeePerGas.length) - 1]);
baseFees = [];
order = [];
for (i = 0; i < feeHistory.baseFeePerGas.length; i++) {
baseFees.push((0, utils_1.weiToGweiNumber)(feeHistory.baseFeePerGas[i]));
order.push(i);
}
baseFeeTrend = (0, utils_1.calculateBaseFeeTrend)(baseFees, currentBaseFee);
baseFees[baseFees.length - 1] *= 9 / 8;
for (i = feeHistory.gasUsedRatio.length - 1; i >= 0; i--) {
if (feeHistory.gasUsedRatio[i] > 0.9) {
baseFees[i] = baseFees[i + 1];
}
}
order.sort(function (a, b) {
var aa = baseFees[a];
var bb = baseFees[b];
if (aa < bb) {
return -1;
}
if (aa > bb) {
return 1;
}
return 0;
});
result = [];
maxBaseFee = 0;
for (timeFactor = 15; timeFactor >= 0; timeFactor--) {
bf = (0, utils_1.suggestBaseFee)(baseFees, order, timeFactor, 0.1, 0.3);
if (bf > maxBaseFee) {
maxBaseFee = bf;
}
else {
bf = maxBaseFee;
}
result[timeFactor] = bf;
}
baseFeeSuggestion = (0, utils_1.gweiToWei)((0, utils_1.multiply)(Math.max.apply(Math, result), constants_1.BASE_FEE_ADDITIONAL_PADDING));
blocksToConfirmationByBaseFee = {
120: (0, utils_1.multiply)(baseFeeSuggestion, constants_1.BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[120]).toFixed(0),
240: (0, utils_1.multiply)(baseFeeSuggestion, constants_1.BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[240]).toFixed(0),
4: (0, utils_1.multiply)(baseFeeSuggestion, constants_1.BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[4]).toFixed(0),
40: (0, utils_1.multiply)(baseFeeSuggestion, constants_1.BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[40]).toFixed(0),
8: (0, utils_1.multiply)(baseFeeSuggestion, constants_1.BASE_FEE_BLOCKS_TO_CONFIRMATION_MULTIPLIERS[8]).toFixed(0),
};
return [2 /*return*/, {
baseFeeSuggestion: baseFeeSuggestion,
baseFeeTrend: baseFeeTrend,
blocksToConfirmationByBaseFee: blocksToConfirmationByBaseFee,
currentBaseFee: currentBaseFee,
}];
}
});
});
};
exports.suggestMaxBaseFee = suggestMaxBaseFee;
var suggestMaxPriorityFee = function (provider, fromBlock) {
if (fromBlock === void 0) { fromBlock = 'latest'; }
return __awaiter(void 0, void 0, void 0, function () {
var feeHistory, blocksRewards, outlierBlocks, blocksRewardsPerc10, blocksRewardsPerc15, blocksRewardsPerc30, blocksRewardsPerc45, emaPerc10, emaPerc15, emaPerc30, emaPerc45, boundedNormalPriorityFee, boundedFastMaxPriorityFee, boundedUrgentPriorityFee;
return __generator(this, function (_a) {
switch (_a.label) {
case 0: return [4 /*yield*/, provider.send('eth_feeHistory', [
ethers_1.utils.hexStripZeros(ethers_1.utils.hexlify(10)),
fromBlock,
[10, 15, 30, 45],
])];
case 1:
feeHistory = _a.sent();
blocksRewards = feeHistory.reward;
if (!blocksRewards.length)
throw new Error('Error: block reward was empty');
outlierBlocks = (0, utils_1.getOutlierBlocksToRemove)(blocksRewards, 0);
blocksRewardsPerc10 = (0, utils_1.rewardsFilterOutliers)(blocksRewards, outlierBlocks, 0);
blocksRewardsPerc15 = (0, utils_1.rewardsFilterOutliers)(blocksRewards, outlierBlocks, 1);
blocksRewardsPerc30 = (0, utils_1.rewardsFilterOutliers)(blocksRewards, outlierBlocks, 2);
blocksRewardsPerc45 = (0, utils_1.rewardsFilterOutliers)(blocksRewards, outlierBlocks, 3);
emaPerc10 = (0, moving_averages_1.ema)(blocksRewardsPerc10, blocksRewardsPerc10.length)[blocksRewardsPerc10.length - 1];
emaPerc15 = (0, moving_averages_1.ema)(blocksRewardsPerc15, blocksRewardsPerc15.length)[blocksRewardsPerc15.length - 1];
emaPerc30 = (0, moving_averages_1.ema)(blocksRewardsPerc30, blocksRewardsPerc30.length)[blocksRewardsPerc30.length - 1];
emaPerc45 = (0, moving_averages_1.ema)(blocksRewardsPerc45, blocksRewardsPerc45.length)[blocksRewardsPerc45.length - 1];
if (emaPerc10 === undefined ||
emaPerc15 === undefined ||
emaPerc30 === undefined ||
emaPerc45 === undefined)
throw new Error('Error: ema was undefined');
boundedNormalPriorityFee = Math.min(Math.max(emaPerc15, 1), 1.8);
boundedFastMaxPriorityFee = Math.min(Math.max(emaPerc30, 1.5), 3);
boundedUrgentPriorityFee = Math.min(Math.max(emaPerc45, 2), 9);
return [2 /*return*/, {
blocksToConfirmationByPriorityFee: {
1: (0, utils_1.gweiToWei)(emaPerc45),
2: (0, utils_1.gweiToWei)(emaPerc30),
3: (0, utils_1.gweiToWei)(emaPerc15),
4: (0, utils_1.gweiToWei)(emaPerc10),
},
confirmationTimeByPriorityFee: {
15: (0, utils_1.gweiToWei)(emaPerc45),
30: (0, utils_1.gweiToWei)(emaPerc30),
45: (0, utils_1.gweiToWei)(emaPerc15),
60: (0, utils_1.gweiToWei)(emaPerc10),
},
maxPriorityFeeSuggestions: {
fast: (0, utils_1.gweiToWei)(boundedFastMaxPriorityFee),
normal: (0, utils_1.gweiToWei)(boundedNormalPriorityFee),
urgent: (0, utils_1.gweiToWei)(boundedUrgentPriorityFee),
},
}];
}
});
});
};
exports.suggestMaxPriorityFee = suggestMaxPriorityFee;
var suggestFees = function (provider) { return __awaiter(void 0, void 0, void 0, function () {
var _a, baseFeeSuggestion, baseFeeTrend, currentBaseFee, blocksToConfirmationByBaseFee, _b, maxPriorityFeeSuggestions, confirmationTimeByPriorityFee, blocksToConfirmationByPriorityFee;
return __generator(this, function (_c) {
switch (_c.label) {
case 0: return [4 /*yield*/, (0, exports.suggestMaxBaseFee)(provider)];
case 1:
_a = _c.sent(), baseFeeSuggestion = _a.baseFeeSuggestion, baseFeeTrend = _a.baseFeeTrend, currentBaseFee = _a.currentBaseFee, blocksToConfirmationByBaseFee = _a.blocksToConfirmationByBaseFee;
return [4 /*yield*/, (0, exports.suggestMaxPriorityFee)(provider)];
case 2:
_b = _c.sent(), maxPriorityFeeSuggestions = _b.maxPriorityFeeSuggestions, confirmationTimeByPriorityFee = _b.confirmationTimeByPriorityFee, blocksToConfirmationByPriorityFee = _b.blocksToConfirmationByPriorityFee;
return [2 /*return*/, {
baseFeeSuggestion: baseFeeSuggestion,
baseFeeTrend: baseFeeTrend,
blocksToConfirmationByBaseFee: blocksToConfirmationByBaseFee,
blocksToConfirmationByPriorityFee: blocksToConfirmationByPriorityFee,
confirmationTimeByPriorityFee: confirmationTimeByPriorityFee,
currentBaseFee: currentBaseFee,
maxPriorityFeeSuggestions: maxPriorityFeeSuggestions,
}];
}
});
}); };
exports.suggestFees = suggestFees;