@xspswap/smart-order-router
Version:
XSwap Protocol V3 Smart Order Router
127 lines • 11.9 kB
JavaScript
"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.V2Quoter = void 0;
const router_sdk_1 = require("@x-swap-protocol/router-sdk");
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 V2Quoter extends base_quoter_1.BaseQuoter {
constructor(v2SubgraphProvider, v2PoolProvider, v2QuoteProvider, v2GasModelFactory, tokenProvider, chainId, protocol, blockedTokenListProvider, tokenValidatorProvider) {
super(tokenProvider, chainId, protocol, blockedTokenListProvider, tokenValidatorProvider);
this.v2SubgraphProvider = v2SubgraphProvider;
this.v2PoolProvider = v2PoolProvider;
this.v2QuoteProvider = v2QuoteProvider;
this.v2GasModelFactory = v2GasModelFactory;
this.protocol = protocol;
}
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.getV2CandidatePools)({
tokenIn,
tokenOut,
tokenProvider: this.tokenProvider,
blockedTokenListProvider: this.blockedTokenListProvider,
poolProvider: this.v2PoolProvider,
routeType: tradeType,
subgraphProvider: this.v2SubgraphProvider,
routingConfig,
chainId: this.chainId,
protocol: this.protocol,
});
// Returns xswap or fathom
const poolsRaw = poolAccessor.getAllPools();
// Drop any pools that contain tokens that can not be transferred according to the token validator.
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.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.computeAllV2Routes)(tokenIn, tokenOut, pools, maxSwapsPerPath, this.protocol === router_sdk_1.Protocol.V2 ? router_sdk_1.Protocol.V2 : router_sdk_1.Protocol.FATHOM);
return {
routes,
candidatePools,
};
}
async getQuotes(routes, amounts, percents, quoteToken, tradeType, _routingConfig, candidatePools, _gasModel, gasPriceWei) {
util_1.log.info('Starting to get V2 quotes');
if (gasPriceWei === undefined) {
throw new Error('GasPriceWei for V2Routes 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.v2QuoteProvider.getQuotesManyExactIn.bind(this.v2QuoteProvider)
: this.v2QuoteProvider.getQuotesManyExactOut.bind(this.v2QuoteProvider);
const beforeQuotes = Date.now();
util_1.log.info(`Getting quotes for V2 for ${routes.length} routes with ${amounts.length} amounts per route.`);
const { routesWithQuotes } = await quoteFn(amounts, routes);
const v2GasModel = await this.v2GasModelFactory.buildGasModel({
chainId: this.chainId,
gasPriceWei,
poolProvider: this.v2PoolProvider,
token: quoteToken,
});
util_1.metric.putMetric('V2QuotesLoad', Date.now() - beforeQuotes, util_1.MetricLoggerUnit.Milliseconds);
util_1.metric.putMetric('V2QuotesFetched', (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 } = amountQuote;
if (!quote) {
util_1.log.debug({
route: (0, util_1.routeToString)(route),
amountQuote,
}, 'Dropping a null V2 quote for route.');
continue;
}
const routeWithValidQuote = new entities_1.V2RouteWithValidQuote({
route,
rawQuote: quote,
amount,
percent,
gasModel: v2GasModel,
quoteToken,
tradeType,
v2PoolProvider: this.v2PoolProvider,
protocol: this.protocol === router_sdk_1.Protocol.V2 ? router_sdk_1.Protocol.V2 : router_sdk_1.Protocol.FATHOM,
});
routesWithValidQuotes.push(routeWithValidQuote);
}
}
return {
routesWithValidQuotes,
candidatePools,
};
}
}
exports.V2Quoter = V2Quoter;
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07b0JBQ04sT0FBTztvQkFDUCxRQUFRLEVBQUUsVUFBVTtvQkFDcEIsVUFBVTtvQkFDVixTQUFTO29CQUNULGNBQWMsRUFBRSxJQUFJLENBQUMsY0FBYztvQkFDbkMsUUFBUSxFQUNOLElBQUksQ0FBQyxRQUFRLEtBQUsscUJBQVEsQ0FBQyxFQUFFLENBQUMsQ0FBQyxDQUFDLHFCQUFRLENBQUMsRUFBRSxDQUFDLENBQUMsQ0FBQyxxQkFBUSxDQUFDLE1BQU07aUJBQ2hFLENBQUMsQ0FBQztnQkFFSCxxQkFBcUIsQ0FBQyxJQUFJLENBQUMsbUJBQW1CLENBQUMsQ0FBQzthQUNqRDtTQUNGO1FBRUQsT0FBTztZQUNMLHFCQUFxQjtZQUNyQixjQUFjO1NBQ2YsQ0FBQztJQUNKLENBQUM7Q0FDRjtBQWxNRCw0QkFrTUMifQ==