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@sky-mavis/smart-order-router

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import { BigNumber } from '@ethersproject/bignumber'; import _ from 'lodash'; import { log } from '../util/log'; import { IGasPriceProvider } from './gas-price-provider'; // We get the Xth percentile of priority fees for transactions successfully included in previous blocks. const DEFAULT_PRIORITY_FEE_PERCENTILE = 50; // Infura docs say only past 4 blocks guaranteed to be available: https://infura.io/docs/ethereum#operation/eth_feeHistory const DEFAULT_BLOCKS_TO_LOOK_BACK = 4; /** * Computes a gas estimate using on-chain data from the eth_feeHistory RPC endpoint. * * Takes the average priority fee from the past `blocksToConsider` blocks, and adds it * to the current base fee. * * @export * @class EIP1559GasPriceProvider */ export class EIP1559GasPriceProvider extends IGasPriceProvider { constructor(provider, priorityFeePercentile = DEFAULT_PRIORITY_FEE_PERCENTILE, blocksToConsider = DEFAULT_BLOCKS_TO_LOOK_BACK) { super(); this.provider = provider; this.priorityFeePercentile = priorityFeePercentile; this.blocksToConsider = blocksToConsider; } async getGasPrice(_latestBlockNumber, requestBlockNumber) { const feeHistoryRaw = (await this.provider.send('eth_feeHistory', [ /** * @fix Use BigNumber.from(this.blocksToConsider).toHexString() after hardhat adds support * @see https://github.com/NomicFoundation/hardhat/issues/1585 .___. */ BigNumber.from(this.blocksToConsider).toHexString().replace('0x0', '0x'), // If the block number is not specified, we have to send hardcoded 'latest' to infura RPC // because Infura node pool is eventually consistent and may not have the latest block from our block number. // See https://uniswapteam.slack.com/archives/C023A7JDTJP/p1702485038251449?thread_ts=1702471203.519869&cid=C023A7JDTJP requestBlockNumber ? BigNumber.from(requestBlockNumber).toHexString().replace('0x0', '0x') : 'latest', [this.priorityFeePercentile], ])); const feeHistory = { baseFeePerGas: _.map(feeHistoryRaw.baseFeePerGas, b => BigNumber.from(b)), gasUsedRatio: feeHistoryRaw.gasUsedRatio, oldestBlock: BigNumber.from(feeHistoryRaw.oldestBlock), reward: _.map(feeHistoryRaw.reward, b => BigNumber.from(b[0])), }; const nextBlockBaseFeePerGas = feeHistory.baseFeePerGas[feeHistory.baseFeePerGas.length - 1]; const averagePriorityFeePerGas = _.reduce(feeHistory.reward, (sum, cur) => sum.add(cur), BigNumber.from(0)).div(feeHistory.reward.length); log.info({ feeHistory, feeHistoryReadable: { baseFeePerGas: _.map(feeHistory.baseFeePerGas, f => f.toString()), oldestBlock: feeHistory.oldestBlock.toString(), reward: _.map(feeHistory.reward, r => r.toString()), }, nextBlockBaseFeePerGas: nextBlockBaseFeePerGas.toString(), averagePriorityFeePerGas: averagePriorityFeePerGas.toString(), }, 'Got fee history from provider and computed gas estimate'); const gasPriceWei = nextBlockBaseFeePerGas.add(averagePriorityFeePerGas); const blockNumber = feeHistory.oldestBlock.add(this.blocksToConsider); log.info(`Estimated gas price in wei: ${gasPriceWei} as of block ${blockNumber.toString()}`); return { gasPriceWei: gasPriceWei }; } } //# sourceMappingURL=data:application/json;base64,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