UNPKG

@xspswap/smart-order-router

Version:
131 lines 13.3 kB
"use strict"; var __importDefault = (this && this.__importDefault) || function (mod) { return (mod && mod.__esModule) ? mod : { "default": mod }; }; Object.defineProperty(exports, "__esModule", { value: true }); exports.V3PoolProvider = void 0; const sdk_core_1 = require("@x-swap-protocol/sdk-core"); const v3_sdk_1 = require("@x-swap-protocol/v3-sdk"); const v3_sdk_2 = require("@x-swap-protocol/v3-sdk"); const async_retry_1 = __importDefault(require("async-retry")); const lodash_1 = __importDefault(require("lodash")); const IUniswapV3PoolState__factory_1 = require("../../types/v3/factories/IUniswapV3PoolState__factory"); const log_1 = require("../../util/log"); const routes_1 = require("../../util/routes"); class V3PoolProvider { /** * Creates an instance of V3PoolProvider. * @param chainId The chain id to use. * @param multicall2Provider The multicall provider to use to get the pools. * @param {FactoryConfig} [factory] specific factory. * @param retryOptions The retry options for each call to the multicall. */ constructor(chainId, multicall2Provider, factory, retryOptions = { retries: 2, minTimeout: 50, maxTimeout: 500, }) { this.chainId = chainId; this.multicall2Provider = multicall2Provider; this.factory = factory; this.retryOptions = retryOptions; // Computing pool addresses is slow as it requires hashing, encoding etc. // Addresses never change so can always be cached. this.POOL_ADDRESS_CACHE = {}; } async getPools(tokenPairs, providerConfig) { const poolAddressSet = new Set(); const sortedTokenPairs = []; const sortedPoolAddresses = []; for (const tokenPair of tokenPairs) { const [tokenA, tokenB, feeAmount] = tokenPair; const { poolAddress, token0, token1 } = this.getPoolAddress(tokenA, tokenB, feeAmount); if (poolAddressSet.has(poolAddress)) { continue; } poolAddressSet.add(poolAddress); sortedTokenPairs.push([token0, token1, feeAmount]); sortedPoolAddresses.push(poolAddress); } log_1.log.debug(`getPools called with ${tokenPairs.length} token pairs. Deduped down to ${poolAddressSet.size}`); const [slot0Results, liquidityResults] = await Promise.all([ this.getPoolsData(sortedPoolAddresses, 'slot0', providerConfig), this.getPoolsData(sortedPoolAddresses, 'liquidity', providerConfig), ]); log_1.log.info(`Got liquidity and slot0s for ${poolAddressSet.size} pools ${(providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.blockNumber) ? `as of block: ${providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.blockNumber}.` : ``}`); const poolAddressToPool = {}; const invalidPools = []; for (let i = 0; i < sortedPoolAddresses.length; i++) { const slot0Result = slot0Results[i]; const liquidityResult = liquidityResults[i]; // These properties tell us if a pool is valid and initialized or not. if (!(slot0Result === null || slot0Result === void 0 ? void 0 : slot0Result.success) || !(liquidityResult === null || liquidityResult === void 0 ? void 0 : liquidityResult.success) || slot0Result.result.sqrtPriceX96.eq(0)) { const [token0, token1, fee] = sortedTokenPairs[i]; invalidPools.push([token0, token1, fee]); continue; } const [token0, token1, fee] = sortedTokenPairs[i]; const slot0 = slot0Result.result; const liquidity = liquidityResult.result[0]; const pool = new v3_sdk_1.Pool(token0, token1, fee, slot0.sqrtPriceX96.toString(), liquidity.toString(), slot0.tick, undefined, this.factory); const poolAddress = sortedPoolAddresses[i]; poolAddressToPool[poolAddress] = pool; } if (invalidPools.length > 0) { log_1.log.info({ invalidPools: lodash_1.default.map(invalidPools, ([token0, token1, fee]) => `${token0.symbol}/${token1.symbol}/${fee / 10000}%`), }, `${invalidPools.length} pools invalid after checking their slot0 and liquidity results. Dropping.`); } const poolStrs = lodash_1.default.map(Object.values(poolAddressToPool), routes_1.poolToString); log_1.log.debug({ poolStrs }, `Found ${poolStrs.length} valid pools`); return { getPool: (tokenA, tokenB, feeAmount) => { const { poolAddress } = this.getPoolAddress(tokenA, tokenB, feeAmount); return poolAddressToPool[poolAddress]; }, getPoolByAddress: (address) => poolAddressToPool[address], getAllPools: () => Object.values(poolAddressToPool), }; } getPoolAddress(tokenA, tokenB, feeAmount) { const [token0, token1] = tokenA.sortsBefore(tokenB) ? [tokenA, tokenB] : [tokenB, tokenA]; const cacheKey = `${this.chainId}/${this.factory ? 'UniV3' : 'XSwap'}/${token0.address}/${token1.address}/${feeAmount}`; const cachedAddress = this.POOL_ADDRESS_CACHE[cacheKey]; if (cachedAddress) { return { poolAddress: cachedAddress, token0, token1 }; } const poolAddress = (0, v3_sdk_1.computePoolAddress)({ factoryAddress: this.factory ? this.factory.address : sdk_core_1.V3_CORE_FACTORY_ADDRESSES[this.chainId], tokenA: token0, tokenB: token1, fee: feeAmount, initCodeHashManualOverride: this.factory ? this.factory.initCode : v3_sdk_2.POOL_INIT_CODE_HASH, }); this.POOL_ADDRESS_CACHE[cacheKey] = poolAddress; return { poolAddress, token0, token1 }; } async getPoolsData(poolAddresses, functionName, providerConfig) { const { results, blockNumber } = await (0, async_retry_1.default)(async () => { return this.multicall2Provider.callSameFunctionOnMultipleContracts({ addresses: poolAddresses, contractInterface: IUniswapV3PoolState__factory_1.IUniswapV3PoolState__factory.createInterface(), functionName: functionName, providerConfig, }); }, this.retryOptions); log_1.log.debug(`Pool data fetched as of block ${blockNumber}`); return results; } } exports.V3PoolProvider = V3PoolProvider; //# sourceMappingURL=data:application/json;base64,eyJ2ZXJzaW9uIjozLCJmaWxlIjoicG9vbC1wcm92aWRlci5qcyIsInNvdXJjZVJvb3QiOiIiLCJzb3VyY2VzIjpbIi4uLy4uLy4uLy4uL3NyYy9wcm92aWRlcnMvdjMvcG9vbC1wcm92aWRlci50cyJdLCJuYW1lcyI6W10sIm1hcHBpbmdzIjoiOzs7Ozs7QUFFQSx3REFBK0U7QUFDL0Usb0RBQThFO0FBQzlFLG9EQUE4RDtBQUM5RCw4REFBNkQ7QUFDN0Qsb0RBQXVCO0FBRXZCLHdHQUFxRztBQUNyRyx3Q0FBcUM7QUFDckMsOENBQWlEO0FBOERqRCxNQUFhLGNBQWM7SUFLekI7Ozs7OztPQU1HO0lBQ0gsWUFDWSxPQUFnQixFQUNoQixrQkFBc0MsRUFDdEMsT0FBdUIsRUFDdkIsZUFBbUM7UUFDM0MsT0FBTyxFQUFFLENBQUM7UUFDVixVQUFVLEVBQUUsRUFBRTtRQUNkLFVBQVUsRUFBRSxHQUFHO0tBQ2hCO1FBUFMsWUFBTyxHQUFQLE9BQU8sQ0FBUztRQUNoQix1QkFBa0IsR0FBbEIsa0JBQWtCLENBQW9CO1FBQ3RDLFlBQU8sR0FBUCxPQUFPLENBQWdCO1FBQ3ZCLGlCQUFZLEdBQVosWUFBWSxDQUlyQjtRQW5CSCx5RUFBeUU7UUFDekUsa0RBQWtEO1FBQzFDLHVCQUFrQixHQUE4QixFQUFFLENBQUM7SUFrQnhELENBQUM7SUFFRyxLQUFLLENBQUMsUUFBUSxDQUNuQixVQUF1QyxFQUN2QyxjQUErQjtRQUUvQixNQUFNLGNBQWMsR0FBZ0IsSUFBSSxHQUFHLEVBQVUsQ0FBQztRQUN0RCxNQUFNLGdCQUFnQixHQUFxQyxFQUFFLENBQUM7UUFDOUQsTUFBTSxtQkFBbUIsR0FBYSxFQUFFLENBQUM7UUFFekMsS0FBSyxNQUFNLFNBQVMsSUFBSSxVQUFVLEVBQUU7WUFDbEMsTUFBTSxDQUFDLE1BQU0sRUFBRSxNQUFNLEVBQUUsU0FBUyxDQUFDLEdBQUcsU0FBUyxDQUFDO1lBRTlDLE1BQU0sRUFBRSxXQUFXLEVBQUUsTUFBTSxFQUFFLE1BQU0sRUFBRSxHQUFHLElBQUksQ0FBQyxjQUFjLENBQ3pELE1BQU0sRUFDTixNQUFNLEVBQ04sU0FBUyxDQUNWLENBQUM7WUFFRixJQUFJLGNBQWMsQ0FBQyxHQUFHLENBQUMsV0FBVyxDQUFDLEVBQUU7Z0JBQ25DLFNBQVM7YUFDVjtZQUVELGNBQWMsQ0FBQyxHQUFHLENBQUMsV0FBVyxDQUFDLENBQUM7WUFDaEMsZ0JBQWdCLENBQUMsSUFBSSxDQUFDLENBQUMsTUFBTSxFQUFFLE1BQU0sRUFBRSxTQUFTLENBQUMsQ0FBQyxDQUFDO1lBQ25ELG1CQUFtQixDQUFDLElBQUksQ0FBQyxXQUFXLENBQUMsQ0FBQztTQUN2QztRQUVELFNBQUcsQ0FBQyxLQUFLLENBQ1Asd0JBQXdCLFVBQVUsQ0FBQyxNQUFNLGlDQUFpQyxjQUFjLENBQUMsSUFBSSxFQUFFLENBQ2hHLENBQUM7UUFFRixNQUFNLENBQUMsWUFBWSxFQUFFLGdCQUFnQixDQUFDLEdBQUcsTUFBTSxPQUFPLENBQUMsR0FBRyxDQUFDO1lBQ3pELElBQUksQ0FBQyxZQUFZLENBQVMsbUJBQW1CLEVBQUUsT0FBTyxFQUFFLGNBQWMsQ0FBQztZQUN2RSxJQUFJLENBQUMsWUFBWSxDQUNmLG1CQUFtQixFQUNuQixXQUFXLEVBQ1gsY0FBYyxDQUNmO1NBQ0YsQ0FBQyxDQUFDO1FBRUgsU0FBRyxDQUFDLElBQUksQ0FDTixnQ0FBZ0MsY0FBYyxDQUFDLElBQUksVUFDakQsQ0FBQSxjQUFjLGFBQWQsY0FBYyx1QkFBZCxjQUFjLENBQUUsV0FBVztZQUN6QixDQUFDLENBQUMsZ0JBQWdCLGNBQWMsYUFBZCxjQUFjLHVCQUFkLGNBQWMsQ0FBRSxXQUFXLEdBQUc7WUFDaEQsQ0FBQyxDQUFDLEVBQ04sRUFBRSxDQUNILENBQUM7UUFFRixNQUFNLGlCQUFpQixHQUFvQyxFQUFFLENBQUM7UUFFOUQsTUFBTSxZQUFZLEdBQWdDLEVBQUUsQ0FBQztRQUVyRCxLQUFLLElBQUksQ0FBQyxHQUFHLENBQUMsRUFBRSxDQUFDLEdBQUcsbUJBQW1CLENBQUMsTUFBTSxFQUFFLENBQUMsRUFBRSxFQUFFO1lBQ25ELE1BQU0sV0FBVyxHQUFHLFlBQVksQ0FBQyxDQUFDLENBQUMsQ0FBQztZQUNwQyxNQUFNLGVBQWUsR0FBRyxnQkFBZ0IsQ0FBQyxDQUFDLENBQUMsQ0FBQztZQUU1QyxzRUFBc0U7WUFDdEUsSUFDRSxDQUFDLENBQUEsV0FBVyxhQUFYLFdBQVcsdUJBQVgsV0FBVyxDQUFFLE9BQU8sQ0FBQTtnQkFDckIsQ0FBQyxDQUFBLGVBQWUsYUFBZixlQUFlLHVCQUFmLGVBQWUsQ0FBRSxPQUFPLENBQUE7Z0JBQ3pCLFdBQVcsQ0FBQyxNQUFNLENBQUMsWUFBWSxDQUFDLEVBQUUsQ0FBQyxDQUFDLENBQUMsRUFDckM7Z0JBQ0EsTUFBTSxDQUFDLE1BQU0sRUFBRSxNQUFNLEVBQUUsR0FBRyxDQUFDLEdBQUcsZ0JBQWdCLENBQUMsQ0FBQyxDQUFFLENBQUM7Z0JBQ25ELFlBQVksQ0FBQyxJQUFJLENBQUMsQ0FBQyxNQUFNLEVBQUUsTUFBTSxFQUFFLEdBQUcsQ0FBQyxDQUFDLENBQUM7Z0JBRXpDLFNBQVM7YUFDVjtZQUVELE1BQU0sQ0FBQyxNQUFNLEVBQUUsTUFBTSxFQUFFLEdBQUcsQ0FBQyxHQUFHLGdCQUFnQixDQUFDLENBQUMsQ0FBRSxDQUFDO1lBQ25ELE1BQU0sS0FBSyxHQUFHLFdBQVcsQ0FBQyxNQUFNLENBQUM7WUFDakMsTUFBTSxTQUFTLEdBQUcsZUFBZSxDQUFDLE1BQU0sQ0FBQyxDQUFDLENBQUMsQ0FBQztZQUU1QyxNQUFNLElBQUksR0FBRyxJQUFJLGFBQUksQ0FDbkIsTUFBTSxFQUNOLE1BQU0sRUFDTixHQUFHLEVBQ0gsS0FBSyxDQUFDLFlBQVksQ0FBQyxRQUFRLEVBQUUsRUFDN0IsU0FBUyxDQUFDLFFBQVEsRUFBRSxFQUNwQixLQUFLLENBQUMsSUFBSSxFQUNWLFNBQVMsRUFDVCxJQUFJLENBQUMsT0FBTyxDQUNiLENBQUM7WUFFRixNQUFNLFdBQVcsR0FBRyxtQkFBbUIsQ0FBQyxDQUFDLENBQUUsQ0FBQztZQUU1QyxpQkFBaUIsQ0FBQyxXQUFXLENBQUMsR0FBRyxJQUFJLENBQUM7U0FDdkM7UUFFRCxJQUFJLFlBQVksQ0FBQyxNQUFNLEdBQUcsQ0FBQyxFQUFFO1lBQzNCLFNBQUcsQ0FBQyxJQUFJLENBQ047Z0JBQ0UsWUFBWSxFQUFFLGdCQUFDLENBQUMsR0FBRyxDQUNqQixZQUFZLEVBQ1osQ0FBQyxDQUFDLE1BQU0sRUFBRSxNQUFNLEVBQUUsR0FBRyxDQUFDLEVBQUUsRUFBRSxDQUN4QixHQUFHLE1BQU0sQ0FBQyxNQUFNLElBQUksTUFBTSxDQUFDLE1BQU0sSUFBSSxHQUFHLEdBQUcsS0FBSyxHQUFHLENBQ3REO2FBQ0YsRUFDRCxHQUFHLFlBQVksQ0FBQyxNQUFNLDRFQUE0RSxDQUNuRyxDQUFDO1NBQ0g7UUFFRCxNQUFNLFFBQVEsR0FBRyxnQkFBQyxDQUFDLEdBQUcsQ0FBQyxNQUFNLENBQUMsTUFBTSxDQUFDLGlCQUFpQixDQUFDLEVBQUUscUJBQVksQ0FBQyxDQUFDO1FBRXZFLFNBQUcsQ0FBQyxLQUFLLENBQUMsRUFBRSxRQUFRLEVBQUUsRUFBRSxTQUFTLFFBQVEsQ0FBQyxNQUFNLGNBQWMsQ0FBQyxDQUFDO1FBRWhFLE9BQU87WUFDTCxPQUFPLEVBQUUsQ0FDUCxNQUFhLEVBQ2IsTUFBYSxFQUNiLFNBQW9CLEVBQ0YsRUFBRTtnQkFDcEIsTUFBTSxFQUFFLFdBQVcsRUFBRSxHQUFHLElBQUksQ0FBQyxjQUFjLENBQUMsTUFBTSxFQUFFLE1BQU0sRUFBRSxTQUFTLENBQUMsQ0FBQztnQkFDdkUsT0FBTyxpQkFBaUIsQ0FBQyxXQUFXLENBQUMsQ0FBQztZQUN4QyxDQUFDO1lBQ0QsZ0JBQWdCLEVBQUUsQ0FBQyxPQUFlLEVBQW9CLEVBQUUsQ0FDdEQsaUJBQWlCLENBQUMsT0FBTyxDQUFDO1lBQzVCLFdBQVcsRUFBRSxHQUFXLEVBQUUsQ0FBQyxNQUFNLENBQUMsTUFBTSxDQUFDLGlCQUFpQixDQUFDO1NBQzVELENBQUM7SUFDSixDQUFDO0lBRU0sY0FBYyxDQUNuQixNQUFhLEVBQ2IsTUFBYSxFQUNiLFNBQW9CO1FBRXBCLE1BQU0sQ0FBQyxNQUFNLEVBQUUsTUFBTSxDQUFDLEdBQUcsTUFBTSxDQUFDLFdBQVcsQ0FBQyxNQUFNLENBQUM7WUFDakQsQ0FBQyxDQUFDLENBQUMsTUFBTSxFQUFFLE1BQU0sQ0FBQztZQUNsQixDQUFDLENBQUMsQ0FBQyxNQUFNLEVBQUUsTUFBTSxDQUFDLENBQUM7UUFFckIsTUFBTSxRQUFRLEdBQUcsR0FBRyxJQUFJLENBQUMsT0FBTyxJQUFJLElBQUksQ0FBQyxPQUFPLENBQUMsQ0FBQyxDQUFDLE9BQU8sQ0FBQyxDQUFDLENBQUMsT0FBTyxJQUNsRSxNQUFNLENBQUMsT0FDVCxJQUFJLE1BQU0sQ0FBQyxPQUFPLElBQUksU0FBUyxFQUFFLENBQUM7UUFFbEMsTUFBTSxhQUFhLEdBQUcsSUFBSSxDQUFDLGtCQUFrQixDQUFDLFFBQVEsQ0FBQyxDQUFDO1FBRXhELElBQUksYUFBYSxFQUFFO1lBQ2pCLE9BQU8sRUFBRSxXQUFXLEVBQUUsYUFBYSxFQUFFLE1BQU0sRUFBRSxNQUFNLEVBQUUsQ0FBQztTQUN2RDtRQUVELE1BQU0sV0FBVyxHQUFHLElBQUEsMkJBQWtCLEVBQUM7WUFDckMsY0FBYyxFQUFFLElBQUksQ0FBQyxPQUFPO2dCQUMxQixDQUFDLENBQUMsSUFBSSxDQUFDLE9BQU8sQ0FBQyxPQUFPO2dCQUN0QixDQUFDLENBQUMsb0NBQXlCLENBQUMsSUFBSSxDQUFDLE9BQU8sQ0FBRTtZQUM1QyxNQUFNLEVBQUUsTUFBTTtZQUNkLE1BQU0sRUFBRSxNQUFNO1lBQ2QsR0FBRyxFQUFFLFNBQVM7WUFDZCwwQkFBMEIsRUFBRSxJQUFJLENBQUMsT0FBTztnQkFDdEMsQ0FBQyxDQUFDLElBQUksQ0FBQyxPQUFPLENBQUMsUUFBUTtnQkFDdkIsQ0FBQyxDQUFDLDRCQUFtQjtTQUN4QixDQUFDLENBQUM7UUFFSCxJQUFJLENBQUMsa0JBQWtCLENBQUMsUUFBUSxDQUFDLEdBQUcsV0FBVyxDQUFDO1FBRWhELE9BQU8sRUFBRSxXQUFXLEVBQUUsTUFBTSxFQUFFLE1BQU0sRUFBRSxDQUFDO0lBQ3pDLENBQUM7SUFFTyxLQUFLLENBQUMsWUFBWSxDQUN4QixhQUF1QixFQUN2QixZQUFvQixFQUNwQixjQUErQjtRQUUvQixNQUFNLEVBQUUsT0FBTyxFQUFFLFdBQVcsRUFBRSxHQUFHLE1BQU0sSUFBQSxxQkFBSyxFQUFDLEtBQUssSUFBSSxFQUFFO1lBQ3RELE9BQU8sSUFBSSxDQUFDLGtCQUFrQixDQUFDLG1DQUFtQyxDQUdoRTtnQkFDQSxTQUFTLEVBQUUsYUFBYTtnQkFDeEIsaUJBQWlCLEVBQUUsMkRBQTRCLENBQUMsZUFBZSxFQUFFO2dCQUNqRSxZQUFZLEVBQUUsWUFBWTtnQkFDMUIsY0FBYzthQUNmLENBQUMsQ0FBQztRQUNMLENBQUMsRUFBRSxJQUFJLENBQUMsWUFBWSxDQUFDLENBQUM7UUFFdEIsU0FBRyxDQUFDLEtBQUssQ0FBQyxpQ0FBaUMsV0FBVyxFQUFFLENBQUMsQ0FBQztRQUUxRCxPQUFPLE9BQU8sQ0FBQztJQUNqQixDQUFDO0NBQ0Y7QUF2TUQsd0NBdU1DIn0=