UNPKG

@xspswap/smart-order-router

Version:
120 lines 9.72 kB
import retry from 'async-retry'; import Timeout from 'await-timeout'; import { gql, GraphQLClient } from 'graphql-request'; import _ from 'lodash'; import { log } from '../../util'; export const printV3SubgraphPool = (s) => `${s.token0.id}/${s.token1.id}/${s.feeTier}`; export const printV2SubgraphPool = (s) => `${s.token0.id}/${s.token1.id}`; const PAGE_SIZE = 1000; // 1k is max possible query size from subgraph. export class V3SubgraphProvider { constructor(chainId, subgraphUrl, retries = 2, timeout = 30000, rollback = true) { this.chainId = chainId; this.subgraphUrl = subgraphUrl; this.retries = retries; this.timeout = timeout; this.rollback = rollback; if (!subgraphUrl) { throw new Error(`No subgraph url for chain id: ${this.chainId}`); } this.client = new GraphQLClient(this.subgraphUrl); } async getPools(_tokenIn, _tokenOut, providerConfig) { let blockNumber = (providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.blockNumber) ? await providerConfig.blockNumber : undefined; const query = gql ` query getPools($pageSize: Int!, $id: String) { pools( first: $pageSize ${blockNumber ? `block: { number: ${blockNumber} }` : ``} where: { id_gt: $id, totalValueLockedETH_gt: "10000" } ) { id token0 { symbol id } token1 { symbol id } feeTier liquidity totalValueLockedUSD totalValueLockedETH } } `; let pools = []; log.info(`Getting V3 pools from the subgraph with page size ${PAGE_SIZE}${(providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.blockNumber) ? ` as of block ${providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.blockNumber}` : ''}.`); await retry(async () => { const timeout = new Timeout(); const getPools = async () => { let lastId = ''; let pools = []; let poolsPage = []; do { const poolsResult = await this.client.request(query, { pageSize: PAGE_SIZE, id: lastId, }); poolsPage = poolsResult.pools; pools = pools.concat(poolsPage); lastId = pools[pools.length - 1].id; } while (poolsPage.length > 0); return pools; }; /* eslint-disable no-useless-catch */ try { const getPoolsPromise = getPools(); const timerPromise = timeout.set(this.timeout).then(() => { throw new Error(`Timed out getting pools from subgraph: ${this.timeout}`); }); pools = await Promise.race([getPoolsPromise, timerPromise]); return; } catch (err) { throw err; } finally { timeout.clear(); } /* eslint-enable no-useless-catch */ }, { retries: this.retries, onRetry: (err, retry) => { if (this.rollback && blockNumber && _.includes(err.message, 'indexed up to')) { blockNumber = blockNumber - 10; log.info(`Detected subgraph indexing error. Rolled back block number to: ${blockNumber}`); } pools = []; log.info({ err }, `Failed to get pools from subgraph. Retry attempt: ${retry}`); }, }); const poolsSanitized = pools .filter((pool) => parseInt(pool.liquidity) > 0 || parseFloat(pool.totalValueLockedETH) > 0.01) .map((pool) => { const { totalValueLockedETH, totalValueLockedUSD, ...rest } = pool; return { ...rest, id: pool.id.toLowerCase(), token0: { id: pool.token0.id.toLowerCase(), }, token1: { id: pool.token1.id.toLowerCase(), }, tvlETH: parseFloat(totalValueLockedETH), tvlUSD: parseFloat(totalValueLockedUSD), }; }); log.info(`Got ${pools.length} V3 pools from the subgraph. ${poolsSanitized.length} after filtering`); return poolsSanitized; } } //# sourceMappingURL=data:application/json;base64,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