@uniswap/smart-order-router
Version:
Uniswap Smart Order Router
147 lines • 14.6 kB
JavaScript
;
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.MixedQuoter = void 0;
const router_sdk_1 = require("@uniswap/router-sdk");
const sdk_core_1 = require("@uniswap/sdk-core");
const lodash_1 = __importDefault(require("lodash"));
const providers_1 = require("../../../providers");
const util_1 = require("../../../util");
const entities_1 = require("../entities");
const compute_all_routes_1 = require("../functions/compute-all-routes");
const get_candidate_pools_1 = require("../functions/get-candidate-pools");
const base_quoter_1 = require("./base-quoter");
class MixedQuoter extends base_quoter_1.BaseQuoter {
constructor(v4SubgraphProvider, v4PoolProvider, v3SubgraphProvider, v3PoolProvider, v2SubgraphProvider, v2PoolProvider, onChainQuoteProvider, tokenProvider, chainId, blockedTokenListProvider, tokenValidatorProvider) {
super(tokenProvider, chainId, router_sdk_1.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;
const beforeGetRoutes = Date.now();
if (tradeType != sdk_core_1.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 (0, get_candidate_pools_1.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(router_sdk_1.Protocol.V4))) {
poolsRaw.push(...V4poolsRaw);
}
if (!((_b = routingConfig.excludedProtocolsFromMixed) === null || _b === void 0 ? void 0 : _b.includes(router_sdk_1.Protocol.V3))) {
poolsRaw.push(...V3poolsRaw);
}
if (!((_c = routingConfig.excludedProtocolsFromMixed) === null || _c === void 0 ? void 0 : _c.includes(router_sdk_1.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 == providers_1.TokenValidationResult.STF &&
(token.equals(currencyIn) || token.equals(currencyOut))) {
return false;
}
return (tokenValidation == providers_1.TokenValidationResult.FOT ||
tokenValidation == providers_1.TokenValidationResult.STF);
});
const { maxSwapsPerPath } = routingConfig;
const routes = (0, compute_all_routes_1.computeAllMixedRoutes)(currencyIn, currencyOut, pools, maxSwapsPerPath, routingConfig.shouldEnableMixedRouteEthWeth);
util_1.metric.putMetric('MixedGetRoutesLoad', Date.now() - beforeGetRoutes, util_1.MetricLoggerUnit.Milliseconds);
return {
routes: routes,
candidatePools,
};
}
async getQuotes(routes, amounts, percents, quoteCurrency, tradeType, routingConfig, candidatePools, gasModel) {
const beforeGetQuotes = Date.now();
util_1.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();
util_1.log.info(`Getting quotes for mixed for ${routes.length} routes with ${amounts.length} amounts per route.`);
const { routesWithQuotes } = await quoteFn(amounts, routes, routingConfig);
util_1.metric.putMetric('MixedQuotesLoad', Date.now() - beforeQuotes, util_1.MetricLoggerUnit.Milliseconds);
util_1.metric.putMetric('MixedQuotesFetched', (0, lodash_1.default)(routesWithQuotes)
.map(([, quotes]) => quotes.length)
.sum(), util_1.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) {
util_1.log.debug({
route: (0, util_1.routeToString)(route),
amountQuote,
}, 'Dropping a null mixed quote for route.');
continue;
}
const routeWithValidQuote = new entities_1.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);
}
}
util_1.metric.putMetric('MixedGetQuotesLoad', Date.now() - beforeGetQuotes, util_1.MetricLoggerUnit.Milliseconds);
return {
routesWithValidQuotes,
candidatePools,
};
}
}
exports.MixedQuoter = MixedQuoter;
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