@sky-mavis/smart-order-router
Version:
Ronin Swap Smart Order Router
804 lines • 111 kB
JavaScript
import { ChainId, DEFAULT_ERC20, SWAP_ROUTER_02_ADDRESSES } from '@sky-mavis/katana-core';
import { BigNumber } from '@ethersproject/bignumber';
import { Protocol, SwapRouter, ZERO } from '@uniswap/router-sdk';
import { Fraction, TradeType } from '@uniswap/sdk-core';
import { Pool, Position, SqrtPriceMath, TickMath } from '@uniswap/v3-sdk';
import retry from 'async-retry';
import JSBI from 'jsbi';
import _ from 'lodash';
import NodeCache from 'node-cache';
import { CachedRoutes, CacheMode, CachingGasStationProvider, CachingTokenProviderWithFallback, CachingV2PoolProvider, CachingV2SubgraphProvider, CachingV3PoolProvider, CachingV3SubgraphProvider, EIP1559GasPriceProvider, LegacyGasPriceProvider, NodeJSCache, OnChainGasPriceProvider, OnChainQuoteProvider, StaticV2SubgraphProvider, StaticV3SubgraphProvider, SwapRouterProvider, TokenPropertiesProvider, UniswapMulticallProvider, URISubgraphProvider, V2QuoteProvider, V2SubgraphProviderWithFallBacks, V3SubgraphProviderWithFallBacks, } from '../../providers';
import { CachingTokenListProvider } from '../../providers/caching-token-list-provider';
import { PortionProvider } from '../../providers/portion-provider';
import { OnChainTokenFeeFetcher } from '../../providers/token-fee-fetcher';
import { TokenProvider } from '../../providers/token-provider';
import { TokenValidatorProvider } from '../../providers/token-validator-provider';
import { V2PoolProvider } from '../../providers/v2/pool-provider';
import { V3PoolProvider } from '../../providers/v3/pool-provider';
import { Erc20__factory } from '../../types/other/factories/Erc20__factory';
import { WRAPPED_NATIVE_CURRENCY } from '../../util';
import { CurrencyAmount } from '../../util/amounts';
import { ID_TO_CHAIN_ID, ID_TO_NETWORK_NAME, V2_SUPPORTED } from '../../util/chains';
import { getHighestLiquidityV3NativePool, getHighestLiquidityV3USDPool } from '../../util/gas-factory-helpers';
import { log } from '../../util/log';
import { buildSwapMethodParameters, buildTrade } from '../../util/methodParameters';
import { metric, MetricLoggerUnit } from '../../util/metric';
import { UNSUPPORTED_TOKENS } from '../../util/unsupported-tokens';
import { SwapToRatioStatus, } from '../router';
import { DEFAULT_ROUTING_CONFIG_BY_CHAIN } from './config';
import { getBestSwapRoute } from './functions/best-swap-route';
import { calculateRatioAmountIn } from './functions/calculate-ratio-amount-in';
import { getV2CandidatePools, getV3CandidatePools, } from './functions/get-candidate-pools';
import { MixedRouteHeuristicGasModelFactory } from './gas-models/mixedRoute/mixed-route-heuristic-gas-model';
import { V2HeuristicGasModelFactory } from './gas-models/v2/v2-heuristic-gas-model';
import { NATIVE_OVERHEAD } from './gas-models/v3/gas-costs';
import { V3HeuristicGasModelFactory } from './gas-models/v3/v3-heuristic-gas-model';
import { MixedQuoter, V2Quoter, V3Quoter } from './quoters';
const createTokenInfo = () => {
const tokenList = [];
Object.entries(DEFAULT_ERC20).map(([chainId, tokens]) => {
Object.values(tokens).map(token => {
var _a, _c;
tokenList.push({
chainId: parseInt(chainId),
address: token.address,
name: (_a = token.name) !== null && _a !== void 0 ? _a : '',
symbol: (_c = token.symbol) !== null && _c !== void 0 ? _c : '',
decimals: token.decimals,
});
});
});
return tokenList;
};
const DEFAULT_TOKEN_LIST = {
name: 'Katana Default',
timestamp: '2024-10-09T04:22:40.694Z',
version: {
major: 0,
minor: 0,
patch: 1,
},
tags: {},
keywords: ['katana', 'default'],
tokens: createTokenInfo(),
};
export class MapWithLowerCaseKey extends Map {
set(key, value) {
return super.set(key.toLowerCase(), value);
}
}
export class LowerCaseStringArray extends Array {
constructor(...items) {
// Convert all items to lowercase before calling the parent constructor
super(...items.map(item => item.toLowerCase()));
}
}
export class AlphaRouter {
constructor({ chainId, provider, multicall2Provider, v3PoolProvider, onChainQuoteProvider, v2PoolProvider, v2QuoteProvider, v2SubgraphProvider, tokenProvider, blockedTokenListProvider, v3SubgraphProvider, gasPriceProvider, v3GasModelFactory, v2GasModelFactory, mixedRouteGasModelFactory, swapRouterProvider, tokenValidatorProvider, simulator, routeCachingProvider, tokenPropertiesProvider, portionProvider, v2Supported, }) {
this.chainId = chainId;
this.provider = provider;
this.multicall2Provider = multicall2Provider !== null && multicall2Provider !== void 0 ? multicall2Provider : new UniswapMulticallProvider(chainId, provider, 375000);
this.v3PoolProvider =
v3PoolProvider !== null && v3PoolProvider !== void 0 ? v3PoolProvider : new CachingV3PoolProvider(this.chainId, new V3PoolProvider(ID_TO_CHAIN_ID(chainId), this.multicall2Provider), new NodeJSCache(new NodeCache({ stdTTL: 360, useClones: false })));
this.simulator = simulator;
this.routeCachingProvider = routeCachingProvider;
if (onChainQuoteProvider) {
this.onChainQuoteProvider = onChainQuoteProvider;
}
else {
this.onChainQuoteProvider = new OnChainQuoteProvider({
chainId,
provider,
multicall2Provider: this.multicall2Provider,
});
}
if (tokenValidatorProvider) {
this.tokenValidatorProvider = tokenValidatorProvider;
}
else if (this.chainId === ChainId.mainnet) {
this.tokenValidatorProvider = new TokenValidatorProvider(this.chainId, this.multicall2Provider, new NodeJSCache(new NodeCache({ stdTTL: 30000, useClones: false })));
}
if (tokenPropertiesProvider) {
this.tokenPropertiesProvider = tokenPropertiesProvider;
}
else {
this.tokenPropertiesProvider = new TokenPropertiesProvider(this.chainId, new NodeJSCache(new NodeCache({ stdTTL: 86400, useClones: false })), new OnChainTokenFeeFetcher(this.chainId, provider));
}
this.v2PoolProvider =
v2PoolProvider !== null && v2PoolProvider !== void 0 ? v2PoolProvider : new CachingV2PoolProvider(chainId, new V2PoolProvider(chainId, this.multicall2Provider, this.tokenPropertiesProvider), new NodeJSCache(new NodeCache({ stdTTL: 60, useClones: false })));
this.v2QuoteProvider = v2QuoteProvider !== null && v2QuoteProvider !== void 0 ? v2QuoteProvider : new V2QuoteProvider();
this.blockedTokenListProvider =
blockedTokenListProvider !== null && blockedTokenListProvider !== void 0 ? blockedTokenListProvider : new CachingTokenListProvider(chainId, UNSUPPORTED_TOKENS, new NodeJSCache(new NodeCache({ stdTTL: 3600, useClones: false })));
this.tokenProvider =
tokenProvider !== null && tokenProvider !== void 0 ? tokenProvider : new CachingTokenProviderWithFallback(chainId, new NodeJSCache(new NodeCache({ stdTTL: 3600, useClones: false })), new CachingTokenListProvider(chainId, DEFAULT_TOKEN_LIST, new NodeJSCache(new NodeCache({ stdTTL: 3600, useClones: false }))), new TokenProvider(chainId, this.multicall2Provider));
this.portionProvider = portionProvider !== null && portionProvider !== void 0 ? portionProvider : new PortionProvider();
const chainName = ID_TO_NETWORK_NAME(chainId);
// ipfs urls in the following format: `https://cloudflare-ipfs.com/ipns/api.uniswap.org/v1/pools/${protocol}/${chainName}.json`;
if (v2SubgraphProvider) {
this.v2SubgraphProvider = v2SubgraphProvider;
}
else {
this.v2SubgraphProvider = new V2SubgraphProviderWithFallBacks([
new CachingV2SubgraphProvider(chainId, new URISubgraphProvider(chainId, `https://cloudflare-ipfs.com/ipns/api.uniswap.org/v1/pools/v2/${chainName}.json`, undefined, 0), new NodeJSCache(new NodeCache({ stdTTL: 300, useClones: false }))),
new StaticV2SubgraphProvider(chainId),
]);
}
if (v3SubgraphProvider) {
this.v3SubgraphProvider = v3SubgraphProvider;
}
else {
this.v3SubgraphProvider = new V3SubgraphProviderWithFallBacks([
new CachingV3SubgraphProvider(chainId, new URISubgraphProvider(chainId, `https://cloudflare-ipfs.com/ipns/api.uniswap.org/v1/pools/v3/${chainName}.json`, undefined, 0), new NodeJSCache(new NodeCache({ stdTTL: 300, useClones: false }))),
new StaticV3SubgraphProvider(chainId, this.v3PoolProvider),
]);
}
const gasPriceProviderInstance = new OnChainGasPriceProvider(chainId, new EIP1559GasPriceProvider(this.provider), new LegacyGasPriceProvider(this.provider));
this.gasPriceProvider =
gasPriceProvider !== null && gasPriceProvider !== void 0 ? gasPriceProvider : new CachingGasStationProvider(chainId, gasPriceProviderInstance, new NodeJSCache(new NodeCache({ stdTTL: 7, useClones: false })));
this.v3GasModelFactory = v3GasModelFactory !== null && v3GasModelFactory !== void 0 ? v3GasModelFactory : new V3HeuristicGasModelFactory();
this.v2GasModelFactory = v2GasModelFactory !== null && v2GasModelFactory !== void 0 ? v2GasModelFactory : new V2HeuristicGasModelFactory();
this.mixedRouteGasModelFactory = mixedRouteGasModelFactory !== null && mixedRouteGasModelFactory !== void 0 ? mixedRouteGasModelFactory : new MixedRouteHeuristicGasModelFactory();
this.swapRouterProvider = swapRouterProvider !== null && swapRouterProvider !== void 0 ? swapRouterProvider : new SwapRouterProvider(this.multicall2Provider, this.chainId);
// Initialize the Quoters.
// Quoters are an abstraction encapsulating the business logic of fetching routes and quotes.
this.v2Quoter = new V2Quoter(this.v2SubgraphProvider, this.v2PoolProvider, this.v2QuoteProvider, this.v2GasModelFactory, this.tokenProvider, this.chainId, this.blockedTokenListProvider, this.tokenValidatorProvider);
this.v3Quoter = new V3Quoter(this.v3SubgraphProvider, this.v3PoolProvider, this.onChainQuoteProvider, this.tokenProvider, this.chainId, this.blockedTokenListProvider, this.tokenValidatorProvider);
this.mixedQuoter = new MixedQuoter(this.v3SubgraphProvider, this.v3PoolProvider, this.v2SubgraphProvider, this.v2PoolProvider, this.onChainQuoteProvider, this.tokenProvider, this.chainId, this.blockedTokenListProvider, this.tokenValidatorProvider);
this.v2Supported = v2Supported !== null && v2Supported !== void 0 ? v2Supported : V2_SUPPORTED;
}
async routeToRatio(token0Balance, token1Balance, position, swapAndAddConfig, swapAndAddOptions, routingConfig = DEFAULT_ROUTING_CONFIG_BY_CHAIN(this.chainId)) {
if (token1Balance.currency.wrapped.sortsBefore(token0Balance.currency.wrapped)) {
[token0Balance, token1Balance] = [token1Balance, token0Balance];
}
let preSwapOptimalRatio = this.calculateOptimalRatio(position, position.pool.sqrtRatioX96, true);
// set up parameters according to which token will be swapped
let zeroForOne;
if (position.pool.tickCurrent > position.tickUpper) {
zeroForOne = true;
}
else if (position.pool.tickCurrent < position.tickLower) {
zeroForOne = false;
}
else {
zeroForOne = new Fraction(token0Balance.quotient, token1Balance.quotient).greaterThan(preSwapOptimalRatio);
if (!zeroForOne)
preSwapOptimalRatio = preSwapOptimalRatio.invert();
}
const [inputBalance, outputBalance] = zeroForOne ? [token0Balance, token1Balance] : [token1Balance, token0Balance];
let optimalRatio = preSwapOptimalRatio;
let postSwapTargetPool = position.pool;
let exchangeRate = zeroForOne ? position.pool.token0Price : position.pool.token1Price;
let swap = null;
let ratioAchieved = false;
let n = 0;
// iterate until we find a swap with a sufficient ratio or return null
while (!ratioAchieved) {
n++;
if (n > swapAndAddConfig.maxIterations) {
log.info('max iterations exceeded');
return {
status: SwapToRatioStatus.NO_ROUTE_FOUND,
error: 'max iterations exceeded',
};
}
const amountToSwap = calculateRatioAmountIn(optimalRatio, exchangeRate, inputBalance, outputBalance);
if (amountToSwap.equalTo(0)) {
log.info(`no swap needed: amountToSwap = 0`);
return {
status: SwapToRatioStatus.NO_SWAP_NEEDED,
};
}
swap = await this.route(amountToSwap, outputBalance.currency, TradeType.EXACT_INPUT, undefined, {
...DEFAULT_ROUTING_CONFIG_BY_CHAIN(this.chainId),
...routingConfig,
/// @dev We do not want to query for mixedRoutes for routeToRatio as they are not supported
/// [Protocol.V3, Protocol.V2] will make sure we only query for V3 and V2
protocols: [Protocol.V3, Protocol.V2],
});
if (!swap) {
log.info('no route found from this.route()');
return {
status: SwapToRatioStatus.NO_ROUTE_FOUND,
error: 'no route found',
};
}
const inputBalanceUpdated = inputBalance.subtract(swap.trade.inputAmount);
const outputBalanceUpdated = outputBalance.add(swap.trade.outputAmount);
const newRatio = inputBalanceUpdated.divide(outputBalanceUpdated);
let targetPoolPriceUpdate;
swap.route.forEach(route => {
if (route.protocol === Protocol.V3) {
const v3Route = route;
v3Route.route.pools.forEach((pool, i) => {
if (pool.token0.equals(position.pool.token0) &&
pool.token1.equals(position.pool.token1) &&
pool.fee === position.pool.fee) {
targetPoolPriceUpdate = JSBI.BigInt(v3Route.sqrtPriceX96AfterList[i].toString());
optimalRatio = this.calculateOptimalRatio(position, JSBI.BigInt(targetPoolPriceUpdate.toString()), zeroForOne);
}
});
}
});
if (!targetPoolPriceUpdate) {
optimalRatio = preSwapOptimalRatio;
}
ratioAchieved =
newRatio.equalTo(optimalRatio) ||
this.absoluteValue(newRatio.asFraction.divide(optimalRatio).subtract(1)).lessThan(swapAndAddConfig.ratioErrorTolerance);
if (ratioAchieved && targetPoolPriceUpdate) {
postSwapTargetPool = new Pool(position.pool.token0, position.pool.token1, position.pool.fee, targetPoolPriceUpdate, position.pool.liquidity, TickMath.getTickAtSqrtRatio(targetPoolPriceUpdate), position.pool.tickDataProvider);
}
exchangeRate = swap.trade.outputAmount.divide(swap.trade.inputAmount);
log.info({
exchangeRate: exchangeRate.asFraction.toFixed(18),
optimalRatio: optimalRatio.asFraction.toFixed(18),
newRatio: newRatio.asFraction.toFixed(18),
inputBalanceUpdated: inputBalanceUpdated.asFraction.toFixed(18),
outputBalanceUpdated: outputBalanceUpdated.asFraction.toFixed(18),
ratioErrorTolerance: swapAndAddConfig.ratioErrorTolerance.toFixed(18),
iterationN: n.toString(),
}, 'QuoteToRatio Iteration Parameters');
if (exchangeRate.equalTo(0)) {
log.info('exchangeRate to 0');
return {
status: SwapToRatioStatus.NO_ROUTE_FOUND,
error: 'insufficient liquidity to swap to optimal ratio',
};
}
}
if (!swap) {
return {
status: SwapToRatioStatus.NO_ROUTE_FOUND,
error: 'no route found',
};
}
let methodParameters;
if (swapAndAddOptions) {
methodParameters = await this.buildSwapAndAddMethodParameters(swap.trade, swapAndAddOptions, {
initialBalanceTokenIn: inputBalance,
initialBalanceTokenOut: outputBalance,
preLiquidityPosition: position,
});
}
return {
status: SwapToRatioStatus.SUCCESS,
result: { ...swap, methodParameters, optimalRatio, postSwapTargetPool },
};
}
/**
* @inheritdoc IRouter
*/
async route(amount, quoteCurrency, tradeType, swapConfig, partialRoutingConfig = {}) {
var _a, _c, _d, _e, _f, _g;
const originalAmount = amount;
const { currencyIn, currencyOut } = this.determineCurrencyInOutFromTradeType(tradeType, amount, quoteCurrency);
const tokenIn = currencyIn.wrapped;
const tokenOut = currencyOut.wrapped;
const tokenOutProperties = await this.tokenPropertiesProvider.getTokensProperties([tokenOut], partialRoutingConfig);
const buyFeeBps = (_c = (_a = tokenOutProperties[tokenOut.address.toLowerCase()]) === null || _a === void 0 ? void 0 : _a.tokenFeeResult) === null || _c === void 0 ? void 0 : _c.buyFeeBps;
const tokenOutHasFot = buyFeeBps && buyFeeBps.gt(0);
if (tradeType === TradeType.EXACT_OUTPUT) {
const portionAmount = this.portionProvider.getPortionAmount(amount, tradeType, tokenOutHasFot, swapConfig);
if (portionAmount && portionAmount.greaterThan(ZERO)) {
// In case of exact out swap, before we route, we need to make sure that the
// token out amount accounts for flat portion, and token in amount after the best swap route contains the token in equivalent of portion.
// In other words, in case a pool's LP fee bps is lower than the portion bps (0.01%/0.05% for v3), a pool can go insolvency.
// This is because instead of the swapper being responsible for the portion,
// the pool instead gets responsible for the portion.
// The addition below avoids that situation.
amount = amount.add(portionAmount);
}
}
metric.setProperty('chainId', this.chainId);
metric.setProperty('pair', `${tokenIn.symbol}/${tokenOut.symbol}`);
metric.setProperty('tokenIn', tokenIn.address);
metric.setProperty('tokenOut', tokenOut.address);
metric.setProperty('tradeType', tradeType === TradeType.EXACT_INPUT ? 'ExactIn' : 'ExactOut');
metric.putMetric(`QuoteRequestedForChain${this.chainId}`, 1, MetricLoggerUnit.Count);
// Get a block number to specify in all our calls. Ensures data we fetch from chain is
// from the same block.
const blockNumber = (_d = partialRoutingConfig.blockNumber) !== null && _d !== void 0 ? _d : this.getBlockNumberPromise();
const routingConfig = _.merge({
// These settings could be changed by the partialRoutingConfig
useCachedRoutes: true,
writeToCachedRoutes: true,
optimisticCachedRoutes: false,
}, DEFAULT_ROUTING_CONFIG_BY_CHAIN(this.chainId), partialRoutingConfig, { blockNumber });
if (routingConfig.debugRouting) {
log.warn(`Finalized routing config is ${JSON.stringify(routingConfig)}`);
}
const gasPriceWei = await this.getGasPriceWei(await blockNumber, await partialRoutingConfig.blockNumber);
const quoteToken = quoteCurrency.wrapped;
// const gasTokenAccessor = await this.tokenProvider.getTokens([routingConfig.gasToken!]);
const gasToken = routingConfig.gasToken
? (await this.tokenProvider.getTokens([routingConfig.gasToken])).getTokenByAddress(routingConfig.gasToken)
: undefined;
const providerConfig = {
...routingConfig,
blockNumber,
additionalGasOverhead: NATIVE_OVERHEAD(amount.currency, quoteCurrency),
gasToken,
};
const { v2GasModel: v2GasModel, v3GasModel: v3GasModel, mixedRouteGasModel: mixedRouteGasModel, } = await this.getGasModels(gasPriceWei, amount.currency.wrapped, quoteToken, providerConfig);
// Create a Set to sanitize the protocols input, a Set of undefined becomes an empty set,
// Then create an Array from the values of that Set.
const protocols = Array.from(new Set(routingConfig.protocols).values());
const cacheMode = (_e = routingConfig.overwriteCacheMode) !== null && _e !== void 0 ? _e : (await ((_f = this.routeCachingProvider) === null || _f === void 0 ? void 0 : _f.getCacheMode(this.chainId, amount, quoteToken, tradeType, protocols)));
// Fetch CachedRoutes
let cachedRoutes;
if (routingConfig.useCachedRoutes && cacheMode !== CacheMode.Darkmode) {
cachedRoutes = await ((_g = this.routeCachingProvider) === null || _g === void 0 ? void 0 : _g.getCachedRoute(this.chainId, amount, quoteToken, tradeType, protocols, await blockNumber, routingConfig.optimisticCachedRoutes));
}
metric.putMetric(routingConfig.useCachedRoutes ? 'GetQuoteUsingCachedRoutes' : 'GetQuoteNotUsingCachedRoutes', 1, MetricLoggerUnit.Count);
if (cacheMode && routingConfig.useCachedRoutes && cacheMode !== CacheMode.Darkmode && !cachedRoutes) {
metric.putMetric(`GetCachedRoute_miss_${cacheMode}`, 1, MetricLoggerUnit.Count);
log.info({
tokenIn: tokenIn.symbol,
tokenInAddress: tokenIn.address,
tokenOut: tokenOut.symbol,
tokenOutAddress: tokenOut.address,
cacheMode,
amount: amount.toExact(),
chainId: this.chainId,
tradeType: this.tradeTypeStr(tradeType),
}, `GetCachedRoute miss ${cacheMode} for ${this.tokenPairSymbolTradeTypeChainId(tokenIn, tokenOut, tradeType)}`);
}
else if (cachedRoutes && routingConfig.useCachedRoutes) {
metric.putMetric(`GetCachedRoute_hit_${cacheMode}`, 1, MetricLoggerUnit.Count);
log.info({
tokenIn: tokenIn.symbol,
tokenInAddress: tokenIn.address,
tokenOut: tokenOut.symbol,
tokenOutAddress: tokenOut.address,
cacheMode,
amount: amount.toExact(),
chainId: this.chainId,
tradeType: this.tradeTypeStr(tradeType),
}, `GetCachedRoute hit ${cacheMode} for ${this.tokenPairSymbolTradeTypeChainId(tokenIn, tokenOut, tradeType)}`);
}
let swapRouteFromCachePromise = Promise.resolve(null);
if (cachedRoutes) {
swapRouteFromCachePromise = this.getSwapRouteFromCache(cachedRoutes, await blockNumber, amount, quoteToken, tradeType, routingConfig, v3GasModel, mixedRouteGasModel, gasPriceWei, swapConfig);
}
let swapRouteFromChainPromise = Promise.resolve(null);
if (!cachedRoutes || cacheMode !== CacheMode.Livemode) {
swapRouteFromChainPromise = this.getSwapRouteFromChain(amount, tokenIn, tokenOut, protocols, quoteToken, tradeType, routingConfig, v3GasModel, mixedRouteGasModel, gasPriceWei, v2GasModel, swapConfig);
}
const [swapRouteFromCache, swapRouteFromChain] = await Promise.all([
swapRouteFromCachePromise,
swapRouteFromChainPromise,
]);
let swapRouteRaw;
let hitsCachedRoute = false;
if (cacheMode === CacheMode.Livemode && swapRouteFromCache) {
log.info(`CacheMode is ${cacheMode}, and we are using swapRoute from cache`);
hitsCachedRoute = true;
swapRouteRaw = swapRouteFromCache;
}
else {
log.info(`CacheMode is ${cacheMode}, and we are using materialized swapRoute`);
swapRouteRaw = swapRouteFromChain;
}
if (cacheMode === CacheMode.Tapcompare && swapRouteFromCache && swapRouteFromChain) {
const quoteDiff = swapRouteFromChain.quote.subtract(swapRouteFromCache.quote);
const quoteGasAdjustedDiff = swapRouteFromChain.quoteGasAdjusted.subtract(swapRouteFromCache.quoteGasAdjusted);
const gasUsedDiff = swapRouteFromChain.estimatedGasUsed.sub(swapRouteFromCache.estimatedGasUsed);
// Only log if quoteDiff is different from 0, or if quoteGasAdjustedDiff and gasUsedDiff are both different from 0
if (!quoteDiff.equalTo(0) || !(quoteGasAdjustedDiff.equalTo(0) || gasUsedDiff.eq(0))) {
// Calculates the percentage of the difference with respect to the quoteFromChain (not from cache)
const misquotePercent = quoteGasAdjustedDiff.divide(swapRouteFromChain.quoteGasAdjusted).multiply(100);
metric.putMetric(`TapcompareCachedRoute_quoteGasAdjustedDiffPercent`, Number(misquotePercent.toExact()), MetricLoggerUnit.Percent);
log.warn({
quoteFromChain: swapRouteFromChain.quote.toExact(),
quoteFromCache: swapRouteFromCache.quote.toExact(),
quoteDiff: quoteDiff.toExact(),
quoteGasAdjustedFromChain: swapRouteFromChain.quoteGasAdjusted.toExact(),
quoteGasAdjustedFromCache: swapRouteFromCache.quoteGasAdjusted.toExact(),
quoteGasAdjustedDiff: quoteGasAdjustedDiff.toExact(),
gasUsedFromChain: swapRouteFromChain.estimatedGasUsed.toString(),
gasUsedFromCache: swapRouteFromCache.estimatedGasUsed.toString(),
gasUsedDiff: gasUsedDiff.toString(),
routesFromChain: swapRouteFromChain.routes.toString(),
routesFromCache: swapRouteFromCache.routes.toString(),
amount: amount.toExact(),
originalAmount: cachedRoutes === null || cachedRoutes === void 0 ? void 0 : cachedRoutes.originalAmount,
pair: this.tokenPairSymbolTradeTypeChainId(tokenIn, tokenOut, tradeType),
blockNumber,
}, `Comparing quotes between Chain and Cache for ${this.tokenPairSymbolTradeTypeChainId(tokenIn, tokenOut, tradeType)}`);
}
}
if (!swapRouteRaw) {
return null;
}
const { quote, quoteGasAdjusted, estimatedGasUsed, routes: routeAmounts, estimatedGasUsedQuoteToken, estimatedGasUsedUSD, estimatedGasUsedGasToken, } = swapRouteRaw;
if (this.routeCachingProvider &&
routingConfig.writeToCachedRoutes &&
cacheMode !== CacheMode.Darkmode &&
swapRouteFromChain) {
// Generate the object to be cached
const routesToCache = CachedRoutes.fromRoutesWithValidQuotes(swapRouteFromChain.routes, this.chainId, tokenIn, tokenOut, protocols.sort(), // sort it for consistency in the order of the protocols.
await blockNumber, tradeType, amount.toExact());
if (routesToCache) {
// Attempt to insert the entry in cache. This is fire and forget promise.
// The catch method will prevent any exception from blocking the normal code execution.
this.routeCachingProvider
.setCachedRoute(routesToCache, amount)
.then(success => {
const status = success ? 'success' : 'rejected';
metric.putMetric(`SetCachedRoute_${status}`, 1, MetricLoggerUnit.Count);
})
.catch(reason => {
log.error({
reason: reason,
tokenPair: this.tokenPairSymbolTradeTypeChainId(tokenIn, tokenOut, tradeType),
}, `SetCachedRoute failure`);
metric.putMetric(`SetCachedRoute_failure`, 1, MetricLoggerUnit.Count);
});
}
else {
metric.putMetric(`SetCachedRoute_unnecessary`, 1, MetricLoggerUnit.Count);
}
}
metric.putMetric(`QuoteFoundForChain${this.chainId}`, 1, MetricLoggerUnit.Count);
// Build Trade object that represents the optimal swap.
const trade = buildTrade(currencyIn, currencyOut, tradeType, routeAmounts);
let methodParameters;
// If user provided recipient, deadline etc. we also generate the calldata required to execute
// the swap and return it too.
if (swapConfig) {
methodParameters = buildSwapMethodParameters(trade, swapConfig, this.chainId);
}
const tokenOutAmount = tradeType === TradeType.EXACT_OUTPUT
? originalAmount // we need to pass in originalAmount instead of amount, because amount already added portionAmount in case of exact out swap
: quote;
const portionAmount = this.portionProvider.getPortionAmount(tokenOutAmount, tradeType, tokenOutHasFot, swapConfig);
const portionQuoteAmount = this.portionProvider.getPortionQuoteAmount(tradeType, quote, amount, // we need to pass in amount instead of originalAmount here, because amount here needs to add the portion for exact out
portionAmount);
// we need to correct quote and quote gas adjusted for exact output when portion is part of the exact out swap
const correctedQuote = this.portionProvider.getQuote(tradeType, quote, portionQuoteAmount);
const correctedQuoteGasAdjusted = this.portionProvider.getQuoteGasAdjusted(tradeType, quoteGasAdjusted, portionQuoteAmount);
const quoteGasAndPortionAdjusted = this.portionProvider.getQuoteGasAndPortionAdjusted(tradeType, quoteGasAdjusted, portionAmount);
const swapRoute = {
quote: correctedQuote,
quoteGasAdjusted: correctedQuoteGasAdjusted,
estimatedGasUsed,
estimatedGasUsedQuoteToken,
estimatedGasUsedUSD,
estimatedGasUsedGasToken,
gasPriceWei,
route: routeAmounts,
trade,
methodParameters,
blockNumber: BigNumber.from(await blockNumber),
hitsCachedRoute: hitsCachedRoute,
portionAmount: portionAmount,
quoteGasAndPortionAdjusted: quoteGasAndPortionAdjusted,
};
if (swapConfig && swapConfig.simulate && methodParameters && methodParameters.calldata) {
if (!this.simulator) {
throw new Error('Simulator not initialized!');
}
log.info(JSON.stringify({ swapConfig, methodParameters, providerConfig }, null, 2), `Starting simulation`);
const fromAddress = swapConfig.simulate.fromAddress;
const beforeSimulate = Date.now();
const swapRouteWithSimulation = await this.simulator.simulate(fromAddress, swapConfig, swapRoute, amount,
// Quote will be in WETH even if quoteCurrency is ETH
// So we init a new CurrencyAmount object here
CurrencyAmount.fromRawAmount(quoteCurrency, quote.quotient.toString()), providerConfig);
metric.putMetric('SimulateTransaction', Date.now() - beforeSimulate, MetricLoggerUnit.Milliseconds);
return swapRouteWithSimulation;
}
return swapRoute;
}
async getSwapRouteFromCache(cachedRoutes, blockNumber, amount, quoteToken, tradeType, routingConfig, v3GasModel, mixedRouteGasModel, gasPriceWei, swapConfig) {
log.info({
protocols: cachedRoutes.protocolsCovered,
tradeType: cachedRoutes.tradeType,
cachedBlockNumber: cachedRoutes.blockNumber,
quoteBlockNumber: blockNumber,
}, 'Routing across CachedRoute');
const quotePromises = [];
const v3Routes = cachedRoutes.routes.filter(route => route.protocol === Protocol.V3);
const v2Routes = cachedRoutes.routes.filter(route => route.protocol === Protocol.V2);
const mixedRoutes = cachedRoutes.routes.filter(route => route.protocol === Protocol.MIXED);
let percents;
let amounts;
if (cachedRoutes.routes.length > 1) {
// If we have more than 1 route, we will quote the different percents for it, following the regular process
[percents, amounts] = this.getAmountDistribution(amount, routingConfig);
}
else if (cachedRoutes.routes.length == 1) {
[percents, amounts] = [[100], [amount]];
}
else {
// In this case this means that there's no route, so we return null
return Promise.resolve(null);
}
if (v3Routes.length > 0) {
const v3RoutesFromCache = v3Routes.map(cachedRoute => cachedRoute.route);
metric.putMetric('SwapRouteFromCache_V3_GetQuotes_Request', 1, MetricLoggerUnit.Count);
const beforeGetQuotes = Date.now();
quotePromises.push(this.v3Quoter
.getQuotes(v3RoutesFromCache, amounts, percents, quoteToken, tradeType, routingConfig, undefined, v3GasModel)
.then(result => {
metric.putMetric(`SwapRouteFromCache_V3_GetQuotes_Load`, Date.now() - beforeGetQuotes, MetricLoggerUnit.Milliseconds);
return result;
}));
}
if (v2Routes.length > 0) {
const v2RoutesFromCache = v2Routes.map(cachedRoute => cachedRoute.route);
metric.putMetric('SwapRouteFromCache_V2_GetQuotes_Request', 1, MetricLoggerUnit.Count);
const beforeGetQuotes = Date.now();
quotePromises.push(this.v2Quoter
.refreshRoutesThenGetQuotes(cachedRoutes.tokenIn, cachedRoutes.tokenOut, v2RoutesFromCache, amounts, percents, quoteToken, tradeType, routingConfig, gasPriceWei)
.then(result => {
metric.putMetric(`SwapRouteFromCache_V2_GetQuotes_Load`, Date.now() - beforeGetQuotes, MetricLoggerUnit.Milliseconds);
return result;
}));
}
if (mixedRoutes.length > 0) {
const mixedRoutesFromCache = mixedRoutes.map(cachedRoute => cachedRoute.route);
metric.putMetric('SwapRouteFromCache_Mixed_GetQuotes_Request', 1, MetricLoggerUnit.Count);
const beforeGetQuotes = Date.now();
quotePromises.push(this.mixedQuoter
.getQuotes(mixedRoutesFromCache, amounts, percents, quoteToken, tradeType, routingConfig, undefined, mixedRouteGasModel)
.then(result => {
metric.putMetric(`SwapRouteFromCache_Mixed_GetQuotes_Load`, Date.now() - beforeGetQuotes, MetricLoggerUnit.Milliseconds);
return result;
}));
}
const getQuotesResults = await Promise.all(quotePromises);
const allRoutesWithValidQuotes = _.flatMap(getQuotesResults, quoteResult => quoteResult.routesWithValidQuotes);
return getBestSwapRoute(amount, percents, allRoutesWithValidQuotes, tradeType, this.chainId, routingConfig, this.portionProvider, swapConfig);
}
async getSwapRouteFromChain(amount, tokenIn, tokenOut, protocols, quoteToken, tradeType, routingConfig, v3GasModel, mixedRouteGasModel, gasPriceWei, v2GasModel, swapConfig) {
var _a;
// Generate our distribution of amounts, i.e. fractions of the input amount.
// We will get quotes for fractions of the input amount for different routes, then
// combine to generate split routes.
const [percents, amounts] = this.getAmountDistribution(amount, routingConfig);
const noProtocolsSpecified = protocols.length === 0;
const v3ProtocolSpecified = protocols.includes(Protocol.V3);
const v2ProtocolSpecified = protocols.includes(Protocol.V2);
const v2SupportedInChain = (_a = this.v2Supported) === null || _a === void 0 ? void 0 : _a.includes(this.chainId);
const shouldQueryMixedProtocol = protocols.includes(Protocol.MIXED) || (noProtocolsSpecified && v2SupportedInChain);
const mixedProtocolAllowed = tradeType === TradeType.EXACT_INPUT;
const beforeGetCandidates = Date.now();
let v3CandidatePoolsPromise = Promise.resolve(undefined);
if (v3ProtocolSpecified || noProtocolsSpecified || (shouldQueryMixedProtocol && mixedProtocolAllowed)) {
v3CandidatePoolsPromise = getV3CandidatePools({
tokenIn,
tokenOut,
tokenProvider: this.tokenProvider,
blockedTokenListProvider: this.blockedTokenListProvider,
poolProvider: this.v3PoolProvider,
routeType: tradeType,
subgraphProvider: this.v3SubgraphProvider,
routingConfig,
chainId: this.chainId,
}).then(candidatePools => {
metric.putMetric('GetV3CandidatePools', Date.now() - beforeGetCandidates, MetricLoggerUnit.Milliseconds);
return candidatePools;
});
}
let v2CandidatePoolsPromise = Promise.resolve(undefined);
if ((v2SupportedInChain && (v2ProtocolSpecified || noProtocolsSpecified)) ||
(shouldQueryMixedProtocol && mixedProtocolAllowed)) {
// 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.
v2CandidatePoolsPromise = getV2CandidatePools({
tokenIn,
tokenOut,
tokenProvider: this.tokenProvider,
blockedTokenListProvider: this.blockedTokenListProvider,
poolProvider: this.v2PoolProvider,
routeType: tradeType,
subgraphProvider: this.v2SubgraphProvider,
routingConfig,
chainId: this.chainId,
}).then(candidatePools => {
metric.putMetric('GetV2CandidatePools', Date.now() - beforeGetCandidates, MetricLoggerUnit.Milliseconds);
return candidatePools;
});
}
const quotePromises = [];
// Maybe Quote V3 - if V3 is specified, or no protocol is specified
if (v3ProtocolSpecified || noProtocolsSpecified) {
log.info({ protocols, tradeType }, 'Routing across V3');
metric.putMetric('SwapRouteFromChain_V3_GetRoutesThenQuotes_Request', 1, MetricLoggerUnit.Count);
const beforeGetRoutesThenQuotes = Date.now();
quotePromises.push(v3CandidatePoolsPromise.then(v3CandidatePools => this.v3Quoter
.getRoutesThenQuotes(tokenIn, tokenOut, amount, amounts, percents, quoteToken, v3CandidatePools, tradeType, routingConfig, v3GasModel)
.then(result => {
metric.putMetric(`SwapRouteFromChain_V3_GetRoutesThenQuotes_Load`, Date.now() - beforeGetRoutesThenQuotes, MetricLoggerUnit.Milliseconds);
return result;
})));
}
// Maybe Quote V2 - if V2 is specified, or no protocol is specified AND v2 is supported in this chain
if (v2SupportedInChain && (v2ProtocolSpecified || noProtocolsSpecified)) {
log.info({ protocols, tradeType }, 'Routing across V2');
metric.putMetric('SwapRouteFromChain_V2_GetRoutesThenQuotes_Request', 1, MetricLoggerUnit.Count);
const beforeGetRoutesThenQuotes = Date.now();
quotePromises.push(v2CandidatePoolsPromise.then(v2CandidatePools => this.v2Quoter
.getRoutesThenQuotes(tokenIn, tokenOut, amount, amounts, percents, quoteToken, v2CandidatePools, tradeType, routingConfig, v2GasModel, gasPriceWei)
.then(result => {
metric.putMetric(`SwapRouteFromChain_V2_GetRoutesThenQuotes_Load`, Date.now() - beforeGetRoutesThenQuotes, MetricLoggerUnit.Milliseconds);
return result;
})));
}
// Maybe Quote mixed routes
// if MixedProtocol is specified or no protocol is specified and v2 is supported AND tradeType is ExactIn
// AND is Mainnet or Gorli
if (shouldQueryMixedProtocol && mixedProtocolAllowed) {
log.info({ protocols, tradeType }, 'Routing across MixedRoutes');
metric.putMetric('SwapRouteFromChain_Mixed_GetRoutesThenQuotes_Request', 1, MetricLoggerUnit.Count);
const beforeGetRoutesThenQuotes = Date.now();
quotePromises.push(Promise.all([v3CandidatePoolsPromise, v2CandidatePoolsPromise]).then(([v3CandidatePools, v2CandidatePools]) => this.mixedQuoter
.getRoutesThenQuotes(tokenIn, tokenOut, amount, amounts, percents, quoteToken, [v3CandidatePools, v2CandidatePools], tradeType, routingConfig, mixedRouteGasModel)
.then(result => {
metric.putMetric(`SwapRouteFromChain_Mixed_GetRoutesThenQuotes_Load`, Date.now() - beforeGetRoutesThenQuotes, MetricLoggerUnit.Milliseconds);
return result;
})));
}
const getQuotesResults = await Promise.all(quotePromises);
const allRoutesWithValidQuotes = [];
const allCandidatePools = [];
getQuotesResults.forEach(getQuoteResult => {
allRoutesWithValidQuotes.push(...getQuoteResult.routesWithValidQuotes);
if (getQuoteResult.candidatePools) {
allCandidatePools.push(getQuoteResult.candidatePools);
}
});
if (allRoutesWithValidQuotes.length === 0) {
log.info({ allRoutesWithValidQuotes }, 'Received no valid quotes');
return null;
}
// Given all the quotes for all the amounts for all the routes, find the best combination.
const bestSwapRoute = await getBestSwapRoute(amount, percents, allRoutesWithValidQuotes, tradeType, this.chainId, routingConfig, this.portionProvider, swapConfig);
if (bestSwapRoute) {
this.emitPoolSelectionMetrics(bestSwapRoute, allCandidatePools);
}
return bestSwapRoute;
}
tradeTypeStr(tradeType) {
return tradeType === TradeType.EXACT_INPUT ? 'ExactIn' : 'ExactOut';
}
tokenPairSymbolTradeTypeChainId(tokenIn, tokenOut, tradeType) {
return `${tokenIn.symbol}/${tokenOut.symbol}/${this.tradeTypeStr(tradeType)}/${this.chainId}`;
}
determineCurrencyInOutFromTradeType(tradeType, amount, quoteCurrency) {
if (tradeType === TradeType.EXACT_INPUT) {
return {
currencyIn: amount.currency,
currencyOut: quoteCurrency,
};
}
else {
return {
currencyIn: quoteCurrency,
currencyOut: amount.currency,
};
}
}
async getGasPriceWei(latestBlockNumber, requestBlockNumber) {
// Track how long it takes to resolve this async call.
const beforeGasTimestamp = Date.now();
// Get an estimate of the gas price to use when estimating gas cost of different routes.
const { gasPriceWei } = await this.gasPriceProvider.getGasPrice(latestBlockNumber, requestBlockNumber);
metric.putMetric('GasPriceLoad', Date.now() - beforeGasTimestamp, MetricLoggerUnit.Milliseconds);
return gasPriceWei;
}
async getGasModels(gasPriceWei, amountToken, quoteToken, providerConfig) {
var _a;
const beforeGasModel = Date.now();
const usdPoolPromise = getHighestLiquidityV3USDPool(this.chainId, this.v3PoolProvider, providerConfig);
const nativeCurrency = WRAPPED_NATIVE_CURRENCY[this.chainId];
const nativeAndQuoteTokenV3PoolPromise = !quoteToken.equals(nativeCurrency)
? getHighestLiquidityV3NativePool(quoteToken, this.v3PoolProvider, providerConfig)
: Promise.resolve(null);
const nativeAndAmountTokenV3PoolPromise = !amountToken.equals(nativeCurrency)
? getHighestLiquidityV3NativePool(amountToken, this.v3PoolProvider, providerConfig)
: Promise.resolve(null);
// If a specific gas token is specified in the provider config
// fetch the highest liq V3 pool with it and the native currency
const nativeAndSpecifiedGasTokenV3PoolPromise = (providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.gasToken) && !(providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.gasToken.equals(nativeCurrency))
? getHighestLiquidityV3NativePool(providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.gasToken, this.v3PoolProvider, providerConfig)
: Promise.resolve(null);
const [usdPool, nativeAndQuoteTokenV3Pool, nativeAndAmountTokenV3Pool, nativeAndSpecifiedGasTokenV3Pool] = await Promise.all([
usdPoolPromise,
nativeAndQuoteTokenV3PoolPromise,
nativeAndAmountTokenV3PoolPromise,
nativeAndSpecifiedGasTokenV3PoolPromise,
]);
const pools = {
usdPool: usdPool,
nativeAndQuoteTokenV3Pool: nativeAndQuoteTokenV3Pool,
nativeAndAmountTokenV3Pool: nativeAndAmountTokenV3Pool,
nativeAndSpecifiedGasTokenV3Pool: nativeAndSpecifiedGasTokenV3Pool,
};
const v2GasModelPromise = ((_a = this.v2Supported) === null || _a === void 0 ? void 0 : _a.includes(this.chainId))
? this.v2GasModelFactory
.buildGasModel({
chainId: this.chainId,
gasPriceWei,
poolProvider: this.v2PoolProvider,
token: quoteToken,
providerConfig: providerConfig,
})
.catch(() => undefined) // If v2 model throws uncaught exception, we return undefined v2 gas model, so there's a chance v3 route can go through
: Promise.resolve(undefined);
const v3GasModelPromise = this.v3GasModelFactory.buildGasModel({
chainId: this.chainId,
gasPriceWei,
pools,
amountToken,
quoteToken,
v2poolProvider: this.v2PoolProvider,
providerConfig: providerConfig,
});
const mixedRouteGasModelPromise = this.mixedRouteGasModelFactory.buildGasModel({
chainId: this.chainId,
gasPriceWei,
pools,
amountToken,
quoteToken,
v2poolProvider: this.v2PoolProvider,
providerConfig: providerConfig,
});
const [v2GasModel, v3GasModel, mixedRouteGasModel] = await Promise.all([
v2GasModelPromise,
v3GasModelPromise,
mixedRouteGasModelPromise,
]);
metric.putMetric('GasModelCreation', Date.now() - beforeGasModel, MetricLoggerUnit.Milliseconds);
return {
v2GasModel: v2GasModel,
v3GasModel: v3GasModel,
mixedRouteGasModel: mixedRouteGasModel,
};
}
// Note multiplications here can result in a loss of precision in the amounts (e.g. taking 50% of 101)
// This is reconcilled at the end of the algorithm by adding any lost precision to one of
// the splits in the route.
getAmountDistribution(amount, routingConfig) {
const { distributionPercent } = routingConfig;
const percents = [];
const amounts = [];
for (let i = 1; i <= 100 / distributionPercent; i++) {
percents.push(i * distributionPercent);
amounts.push(amount.multiply(new Fraction(i * distributionPercent, 100)));
}
return [percents, amounts];
}
async buildSwapAndAddMethodParameters(trade, swapAndAddOptions, swapAndAddParameters) {
const { swapOptions: { recipient, slippageTolerance, deadline, inputTokenPermit }, addLiquidityOptions: addLiquidityConfig, } = swapAndAddOptions;
const preLiquidityPosition = swapAndAddParameters.preLiquidityPosition;
const finalBalanceTokenIn = swapAndAddParameters.initialBalanceTokenIn.subtract(trade.inputAmount);
const finalBalanceTokenOut = swapAndAddParameters.initialBalanceTokenOut.add(trade.outputAmount);
const approvalTypes = await this.swapRouterProvider.getApprovalType(finalBalanceTokenIn, finalBalanceTokenOut);
const zeroForOne = finalBalanceTokenIn.currency.wrapped.sortsBefore(finalBalanceTokenOut.currency.wrapped);
return {
...SwapRouter.swapAndAddCallParameters(trade, {
recipient,
slippageTolerance,
deadlineOrPreviousBlockhash: deadline,
inputTokenPermit,
}, Position.fromAmounts({
pool: preLiquidityPosition.pool,
tickLower: preLiquidityPosition.tickLower,
tickUpper: preLiquidityPosition.tickUpper,
amount0: zeroForOne ? finalBalanceTokenIn.quotient.toString() : finalBalanceTokenOut.quotient.toString(),
amount1: zeroForOne ? finalBalanceTokenOut.quotient.toString() : finalBalanceTokenIn.quotient.toString(),
useFullPrecision: false,
}), addLiquidityConfig, approvalTypes.approvalTokenIn, approvalTypes.approvalTokenOut),
to: SWAP_ROUTER_02_ADDRESSES(this.chainId),
};
}
emitPoolSelectionMetrics(swapRouteRaw, allPoolsBySelection) {
const poolAddressesUsed = new Set();
const { routes: routeAmounts } = swapRouteRaw;
_(routeAmounts)
.flatMap(routeAmount => {
const { poolAddresses } = routeAmount;
return poolAddresse