UNPKG

@xspswap/smart-order-router

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import { Protocol } from '@x-swap-protocol/router-sdk'; import { TradeType } from '@x-swap-protocol/sdk-core'; import _ from 'lodash'; import { TokenValidationResult, } from '../../../providers'; import { log, metric, MetricLoggerUnit, routeToString, } from '../../../util'; import { V2RouteWithValidQuote } from '../entities'; import { computeAllV2Routes } from '../functions/compute-all-routes'; import { getV2CandidatePools, } from '../functions/get-candidate-pools'; import { BaseQuoter } from './base-quoter'; export class V2Quoter extends 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 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 == TokenValidationResult.STF && (token.equals(tokenIn) || token.equals(tokenOut))) { return false; } return tokenValidation == TokenValidationResult.STF; }); // Given all our candidate pools, compute all the possible ways to route from tokenIn to tokenOut. const { maxSwapsPerPath } = routingConfig; const routes = computeAllV2Routes(tokenIn, tokenOut, pools, maxSwapsPerPath, this.protocol === Protocol.V2 ? Protocol.V2 : Protocol.FATHOM); return { routes, candidatePools, }; } async getQuotes(routes, amounts, percents, quoteToken, tradeType, _routingConfig, candidatePools, _gasModel, gasPriceWei) { 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 == TradeType.EXACT_INPUT ? this.v2QuoteProvider.getQuotesManyExactIn.bind(this.v2QuoteProvider) : this.v2QuoteProvider.getQuotesManyExactOut.bind(this.v2QuoteProvider); const beforeQuotes = Date.now(); 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, }); metric.putMetric('V2QuotesLoad', Date.now() - beforeQuotes, MetricLoggerUnit.Milliseconds); metric.putMetric('V2QuotesFetched', _(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 } = amountQuote; if (!quote) { log.debug({ route: routeToString(route), amountQuote, }, 'Dropping a null V2 quote for route.'); continue; } const routeWithValidQuote = new V2RouteWithValidQuote({ route, rawQuote: quote, amount, percent, gasModel: v2GasModel, quoteToken, tradeType, v2PoolProvider: this.v2PoolProvider, protocol: this.protocol === Protocol.V2 ? Protocol.V2 : Protocol.FATHOM, }); routesWithValidQuotes.push(routeWithValidQuote); } } return { routesWithValidQuotes, candidatePools, }; } } //# 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