UNPKG

@xspswap/smart-order-router

Version:
130 lines 11.5 kB
"use strict"; var __importDefault = (this && this.__importDefault) || function (mod) { return (mod && mod.__esModule) ? mod : { "default": mod }; }; Object.defineProperty(exports, "__esModule", { value: true }); exports.V3Quoter = void 0; const sdk_core_1 = require("@x-swap-protocol/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 V3Quoter extends base_quoter_1.BaseQuoter { constructor(v3SubgraphProvider, v3PoolProvider, onChainQuoteProvider, tokenProvider, chainId, blockedTokenListProvider, tokenValidatorProvider) { super(tokenProvider, chainId, blockedTokenListProvider, tokenValidatorProvider); this.v3SubgraphProvider = v3SubgraphProvider; this.v3PoolProvider = v3PoolProvider; this.onChainQuoteProvider = onChainQuoteProvider; } async getRoutes(tokenIn, tokenOut, tradeType, routingConfig) { // 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 } = await (0, get_candidate_pools_1.getV3CandidatePools)({ tokenIn, tokenOut, tokenProvider: this.tokenProvider, blockedTokenListProvider: this.blockedTokenListProvider, poolProvider: this.v3PoolProvider, routeType: tradeType, subgraphProvider: this.v3SubgraphProvider, routingConfig, chainId: this.chainId, }); // console.log( // poolAccessor, // '-------', // JSON.stringify(candidatePools.selections, null, 2) // ); 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 == providers_1.TokenValidationResult.STF && (token.equals(tokenIn) || token.equals(tokenOut))) { 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 tokenIn to tokenOut. const { maxSwapsPerPath } = routingConfig; const routes = (0, compute_all_routes_1.computeAllV3Routes)(tokenIn, tokenOut, pools, maxSwapsPerPath); return { routes, candidatePools, }; } async getQuotes(routes, amounts, percents, quoteToken, tradeType, routingConfig, candidatePools, gasModel) { util_1.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 == 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 V3 for ${routes.length} routes with ${amounts.length} amounts per route.`); const { routesWithQuotes } = await quoteFn(amounts, routes, { blockNumber: routingConfig.blockNumber, }); util_1.metric.putMetric('V3QuotesLoad', Date.now() - beforeQuotes, util_1.MetricLoggerUnit.Milliseconds); util_1.metric.putMetric('V3QuotesFetched', (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 V3 quote for route.'); continue; } const routeWithValidQuote = new entities_1.V3RouteWithValidQuote({ route, rawQuote: quote, amount, percent, sqrtPriceX96AfterList, initializedTicksCrossedList, quoterGasEstimate: gasEstimate, gasModel, quoteToken, tradeType, v3PoolProvider: this.v3PoolProvider, }); routesWithValidQuotes.push(routeWithValidQuote); } } return { routesWithValidQuotes, candidatePools, }; } } exports.V3Quoter = V3Quoter; //# sourceMappingURL=data:application/json;base64,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