@uniswap/smart-order-router
Version:
Uniswap Smart Order Router
140 lines • 14.4 kB
JavaScript
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 { MixedRouteWithValidQuote } from '../entities';
import { computeAllMixedRoutes } from '../functions/compute-all-routes';
import { getMixedRouteCandidatePools, } from '../functions/get-candidate-pools';
import { BaseQuoter } from './base-quoter';
export class MixedQuoter extends BaseQuoter {
constructor(v4SubgraphProvider, v4PoolProvider, v3SubgraphProvider, v3PoolProvider, v2SubgraphProvider, v2PoolProvider, onChainQuoteProvider, tokenProvider, chainId, blockedTokenListProvider, tokenValidatorProvider) {
super(tokenProvider, chainId, 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 != 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 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(Protocol.V4))) {
poolsRaw.push(...V4poolsRaw);
}
if (!((_b = routingConfig.excludedProtocolsFromMixed) === null || _b === void 0 ? void 0 : _b.includes(Protocol.V3))) {
poolsRaw.push(...V3poolsRaw);
}
if (!((_c = routingConfig.excludedProtocolsFromMixed) === null || _c === void 0 ? void 0 : _c.includes(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 == TokenValidationResult.STF &&
(token.equals(currencyIn) || token.equals(currencyOut))) {
return false;
}
return (tokenValidation == TokenValidationResult.FOT ||
tokenValidation == TokenValidationResult.STF);
});
const { maxSwapsPerPath } = routingConfig;
const routes = computeAllMixedRoutes(currencyIn, currencyOut, pools, maxSwapsPerPath, routingConfig.shouldEnableMixedRouteEthWeth);
metric.putMetric('MixedGetRoutesLoad', Date.now() - beforeGetRoutes, MetricLoggerUnit.Milliseconds);
return {
routes: routes,
candidatePools,
};
}
async getQuotes(routes, amounts, percents, quoteCurrency, tradeType, routingConfig, candidatePools, gasModel) {
const beforeGetQuotes = Date.now();
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();
log.info(`Getting quotes for mixed for ${routes.length} routes with ${amounts.length} amounts per route.`);
const { routesWithQuotes } = await quoteFn(amounts, routes, routingConfig);
metric.putMetric('MixedQuotesLoad', Date.now() - beforeQuotes, MetricLoggerUnit.Milliseconds);
metric.putMetric('MixedQuotesFetched', _(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 mixed quote for route.');
continue;
}
const routeWithValidQuote = new 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);
}
}
metric.putMetric('MixedGetQuotesLoad', Date.now() - beforeGetQuotes, MetricLoggerUnit.Milliseconds);
return {
routesWithValidQuotes,
candidatePools,
};
}
}
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