@uniswap/smart-order-router
Version:
Uniswap Smart Order Router
122 lines • 12.5 kB
JavaScript
;
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.V4Quoter = 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 base_quoter_1 = require("./base-quoter");
class V4Quoter extends base_quoter_1.BaseQuoter {
constructor(v4SubgraphProvider, v4PoolProvider, onChainQuoteProvider, tokenProvider, chainId, blockedTokenListProvider, tokenValidatorProvider) {
super(tokenProvider, chainId, router_sdk_1.Protocol.V4, blockedTokenListProvider, tokenValidatorProvider);
this.v4SubgraphProvider = v4SubgraphProvider;
this.v4PoolProvider = v4PoolProvider;
this.onChainQuoteProvider = onChainQuoteProvider;
}
async getRoutes(currencyIn, currencyOut, v4CandidatePools, _tradeType, routingConfig) {
const beforeGetRoutes = Date.now();
// 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.
const { poolAccessor, candidatePools } = v4CandidatePools;
const poolsRaw = poolAccessor.getAllPools();
const manuallyRoutedPools = poolsRaw.filter((pool) => { var _a; return (_a = routingConfig.poolsToManuallyRouteThrough) === null || _a === void 0 ? void 0 : _a.includes(pool.poolId); });
// Drop any pools that contain fee on transfer tokens (not supported by v4) or have issues with being transferred.
const pools = await this.applyTokenValidatorToPools([...poolsRaw, ...manuallyRoutedPools], (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);
});
// Given all our candidate pools, compute all the possible ways to route from currencyIn to tokenOut.
const { maxSwapsPerPath } = routingConfig;
const routes = (0, compute_all_routes_1.computeAllV4Routes)(currencyIn, currencyOut, pools, maxSwapsPerPath, routingConfig.hooksOptions);
util_1.metric.putMetric('V4GetRoutesLoad', Date.now() - beforeGetRoutes, util_1.MetricLoggerUnit.Milliseconds);
util_1.metric.putMetric(`V4GetRoutesLoad_Chain${this.chainId}`, Date.now() - beforeGetRoutes, util_1.MetricLoggerUnit.Milliseconds);
return {
routes,
candidatePools,
};
}
async getQuotes(routes, amounts, percents, quoteCurrency, tradeType, routingConfig, candidatePools, gasModel) {
const beforeGetQuotes = Date.now();
util_1.log.info('Starting to get V4 quotes');
if (gasModel === undefined) {
throw new Error('GasModel for V4RouteWithValidQuote 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 = tradeType == sdk_core_1.TradeType.EXACT_INPUT
? this.onChainQuoteProvider.getQuotesManyExactIn.bind(this.onChainQuoteProvider)
: this.onChainQuoteProvider.getQuotesManyExactOut.bind(this.onChainQuoteProvider);
const beforeQuotes = Date.now();
util_1.log.info(`Getting quotes for V4 for ${routes.length} routes with ${amounts.length} amounts per route.`);
const { routesWithQuotes } = await quoteFn(amounts, routes, routingConfig);
util_1.metric.putMetric('V4QuotesLoad', Date.now() - beforeQuotes, util_1.MetricLoggerUnit.Milliseconds);
util_1.metric.putMetric('V4QuotesFetched', (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 V4 quote for route.');
continue;
}
const routeWithValidQuote = new entities_1.V4RouteWithValidQuote({
route,
rawQuote: quote,
amount,
percent,
sqrtPriceX96AfterList,
initializedTicksCrossedList,
quoterGasEstimate: gasEstimate,
gasModel,
// TODO: ROUTE-306 make it unwrapped, once v4 gas model supports native quote currency
// For now it's ok to keep it wrapped,
// because the quote is the fairly accurate quote from the native currency routing
quoteToken: quoteCurrency.wrapped,
tradeType,
v4PoolProvider: this.v4PoolProvider,
});
routesWithValidQuotes.push(routeWithValidQuote);
}
}
util_1.metric.putMetric('V4GetQuotesLoad', Date.now() - beforeGetQuotes, util_1.MetricLoggerUnit.Milliseconds);
return {
routesWithValidQuotes,
candidatePools,
};
}
}
exports.V4Quoter = V4Quoter;
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FDcEQsS0FBSztvQkFDTCxRQUFRLEVBQUUsS0FBSztvQkFDZixNQUFNO29CQUNOLE9BQU87b0JBQ1AscUJBQXFCO29CQUNyQiwyQkFBMkI7b0JBQzNCLGlCQUFpQixFQUFFLFdBQVc7b0JBQzlCLFFBQVE7b0JBQ1Isc0ZBQXNGO29CQUN0RixzQ0FBc0M7b0JBQ3RDLGtGQUFrRjtvQkFDbEYsVUFBVSxFQUFFLGFBQWEsQ0FBQyxPQUFPO29CQUNqQyxTQUFTO29CQUNULGNBQWMsRUFBRSxJQUFJLENBQUMsY0FBYztpQkFDcEMsQ0FBQyxDQUFDO2dCQUVILHFCQUFxQixDQUFDLElBQUksQ0FBQyxtQkFBbUIsQ0FBQyxDQUFDO2FBQ2pEO1NBQ0Y7UUFFRCxhQUFNLENBQUMsU0FBUyxDQUNkLGlCQUFpQixFQUNqQixJQUFJLENBQUMsR0FBRyxFQUFFLEdBQUcsZUFBZSxFQUM1Qix1QkFBZ0IsQ0FBQyxZQUFZLENBQzlCLENBQUM7UUFFRixPQUFPO1lBQ0wscUJBQXFCO1lBQ3JCLGNBQWM7U0FDZixDQUFDO0lBQ0osQ0FBQztDQUNGO0FBaE9ELDRCQWdPQyJ9