UNPKG

@uniswap/smart-order-router

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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 { V3RouteWithValidQuote } from '../entities'; import { computeAllV3Routes } from '../functions/compute-all-routes'; import { BaseQuoter } from './base-quoter'; export class V3Quoter extends BaseQuoter { constructor(v3SubgraphProvider, v3PoolProvider, onChainQuoteProvider, tokenProvider, chainId, blockedTokenListProvider, tokenValidatorProvider) { super(tokenProvider, chainId, Protocol.V3, blockedTokenListProvider, tokenValidatorProvider); this.v3SubgraphProvider = v3SubgraphProvider; this.v3PoolProvider = v3PoolProvider; this.onChainQuoteProvider = onChainQuoteProvider; } async getRoutes(tokenIn, tokenOut, v3CandidatePools, _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 } = v3CandidatePools; const poolsRaw = poolAccessor.getAllPools(); // 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(tokenIn) || token.equals(tokenOut))) { return false; } // ROUTE-495 - bypass v3 pool FOT check for $ELMO token if (tokenValidation == TokenValidationResult.FOT && token.wrapped.address.toLowerCase() === '0x335f4e66b9b61cee5ceade4e727fcec20156b2f0' && (token.equals(tokenIn) || token.equals(tokenOut))) { return false; } return (tokenValidation == TokenValidationResult.FOT || tokenValidation == TokenValidationResult.STF); }); // Given all our candidate pools, compute all the possible ways to route from tokenIn to tokenOut. const { maxSwapsPerPath } = routingConfig; const routes = computeAllV3Routes(tokenIn, tokenOut, pools, maxSwapsPerPath); metric.putMetric('V3GetRoutesLoad', Date.now() - beforeGetRoutes, MetricLoggerUnit.Milliseconds); metric.putMetric(`V3GetRoutesLoad_Chain${this.chainId}`, Date.now() - beforeGetRoutes, MetricLoggerUnit.Milliseconds); return { routes, candidatePools, }; } async getQuotes(routes, amounts, percents, quoteToken, tradeType, routingConfig, candidatePools, gasModel) { const beforeGetQuotes = Date.now(); log.info('Starting to get V3 quotes'); if (gasModel === undefined) { throw new Error('GasModel for V3RouteWithValidQuote 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 == TradeType.EXACT_INPUT ? this.onChainQuoteProvider.getQuotesManyExactIn.bind(this.onChainQuoteProvider) : this.onChainQuoteProvider.getQuotesManyExactOut.bind(this.onChainQuoteProvider); const beforeQuotes = Date.now(); log.info(`Getting quotes for V3 for ${routes.length} routes with ${amounts.length} amounts per route.`); const { routesWithQuotes } = await quoteFn(amounts, routes, routingConfig); metric.putMetric('V3QuotesLoad', Date.now() - beforeQuotes, MetricLoggerUnit.Milliseconds); metric.putMetric('V3QuotesFetched', _(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 V3 quote for route.'); continue; } const routeWithValidQuote = new V3RouteWithValidQuote({ route, rawQuote: quote, amount, percent, sqrtPriceX96AfterList, initializedTicksCrossedList, quoterGasEstimate: gasEstimate, gasModel, quoteToken, tradeType, v3PoolProvider: this.v3PoolProvider, }); routesWithValidQuotes.push(routeWithValidQuote); } } metric.putMetric('V3GetQuotesLoad', Date.now() - beforeGetQuotes, MetricLoggerUnit.Milliseconds); return { routesWithValidQuotes, candidatePools, }; } } //# 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