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@xspswap/smart-order-router

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"use strict"; var __importDefault = (this && this.__importDefault) || function (mod) { return (mod && mod.__esModule) ? mod : { "default": mod }; }; Object.defineProperty(exports, "__esModule", { value: true }); exports.V2HeuristicGasModelFactory = exports.COST_PER_EXTRA_HOP = exports.BASE_SWAP_COST = void 0; const bignumber_1 = require("@ethersproject/bignumber"); const lodash_1 = __importDefault(require("lodash")); const util_1 = require("../../../../util"); const amounts_1 = require("../../../../util/amounts"); const gas_model_1 = require("../gas-model"); // Constant cost for doing any swap regardless of pools. exports.BASE_SWAP_COST = bignumber_1.BigNumber.from(135000); // 115000, bumped up by 20_000 @eric 7/8/2022 // Constant per extra hop in the route. exports.COST_PER_EXTRA_HOP = bignumber_1.BigNumber.from(50000); // 20000, bumped up by 30_000 @eric 7/8/2022 /** * Computes a gas estimate for a V2 swap using heuristics. * Considers number of hops in the route and the typical base cost for a swap. * * We compute gas estimates off-chain because * 1/ Calling eth_estimateGas for a swaps requires the caller to have * the full balance token being swapped, and approvals. * 2/ Tracking gas used using a wrapper contract is not accurate with Multicall * due to EIP-2929. We would have to make a request for every swap we wanted to estimate. * 3/ For V2 we simulate all our swaps off-chain so have no way to track gas used. * * Note, certain tokens e.g. rebasing/fee-on-transfer, may incur higher gas costs than * what we estimate here. This is because they run extra logic on token transfer. * * @export * @class V2HeuristicGasModelFactory */ class V2HeuristicGasModelFactory extends gas_model_1.IV2GasModelFactory { constructor() { super(); } async buildGasModel({ chainId, gasPriceWei, poolProvider, token, }) { if (token.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId])) { const usdPool = await this.getHighestLiquidityUSDPool(chainId, poolProvider); return { estimateGasCost: (routeWithValidQuote) => { const { gasCostInEth, gasUse } = this.estimateGas(routeWithValidQuote, gasPriceWei, chainId); const ethToken0 = usdPool.token0.address == util_1.WRAPPED_NATIVE_CURRENCY[chainId].address; const ethTokenPrice = ethToken0 ? usdPool.token0Price : usdPool.token1Price; const gasCostInTermsOfUSD = ethTokenPrice.quote(gasCostInEth); return { gasEstimate: gasUse, gasCostInToken: gasCostInEth, gasCostInUSD: gasCostInTermsOfUSD, }; }, }; } // If the quote token is not WETH, we convert the gas cost to be in terms of the quote token. // We do this by getting the highest liquidity <token>/ETH pool. const ethPool = await this.getEthPool(chainId, token, poolProvider); if (!ethPool) { util_1.log.info('Unable to find ETH pool with the quote token to produce gas adjusted costs. Route will not account for gas.'); } const usdPool = await this.getHighestLiquidityUSDPool(chainId, poolProvider); return { estimateGasCost: (routeWithValidQuote) => { const usdToken = usdPool.token0.address == util_1.WRAPPED_NATIVE_CURRENCY[chainId].address ? usdPool.token1 : usdPool.token0; const { gasCostInEth, gasUse } = this.estimateGas(routeWithValidQuote, gasPriceWei, chainId); if (!ethPool) { return { gasEstimate: gasUse, gasCostInToken: amounts_1.CurrencyAmount.fromRawAmount(token, 0), gasCostInUSD: amounts_1.CurrencyAmount.fromRawAmount(usdToken, 0), }; } const ethToken0 = ethPool.token0.address == util_1.WRAPPED_NATIVE_CURRENCY[chainId].address; const ethTokenPrice = ethToken0 ? ethPool.token0Price : ethPool.token1Price; let gasCostInTermsOfQuoteToken; try { gasCostInTermsOfQuoteToken = ethTokenPrice.quote(gasCostInEth); } catch (err) { util_1.log.error({ ethTokenPriceBase: ethTokenPrice.baseCurrency, ethTokenPriceQuote: ethTokenPrice.quoteCurrency, gasCostInEth: gasCostInEth.currency, }, 'Debug eth price token issue'); throw err; } const ethToken0USDPool = usdPool.token0.address == util_1.WRAPPED_NATIVE_CURRENCY[chainId].address; const ethTokenPriceUSDPool = ethToken0USDPool ? usdPool.token0Price : usdPool.token1Price; let gasCostInTermsOfUSD; try { gasCostInTermsOfUSD = ethTokenPriceUSDPool.quote(gasCostInEth); } catch (err) { util_1.log.error({ usdT1: usdPool.token0.symbol, usdT2: usdPool.token1.symbol, gasCostInEthToken: gasCostInEth.currency.symbol, }, 'Failed to compute USD gas price'); throw err; } return { gasEstimate: gasUse, gasCostInToken: gasCostInTermsOfQuoteToken, gasCostInUSD: gasCostInTermsOfUSD, }; }, }; } estimateGas(routeWithValidQuote, gasPriceWei, chainId) { const hops = routeWithValidQuote.route.pairs.length; const gasUse = exports.BASE_SWAP_COST.add(exports.COST_PER_EXTRA_HOP.mul(hops - 1)); const totalGasCostWei = gasPriceWei.mul(gasUse); const weth = util_1.WRAPPED_NATIVE_CURRENCY[chainId]; const gasCostInEth = amounts_1.CurrencyAmount.fromRawAmount(weth, totalGasCostWei.toString()); return { gasCostInEth, gasUse }; } async getEthPool(chainId, token, poolProvider) { const weth = util_1.WRAPPED_NATIVE_CURRENCY[chainId]; const poolAccessor = await poolProvider.getPools([[weth, token]]); const pool = poolAccessor.getPool(weth, token); if (!pool || pool.reserve0.equalTo(0) || pool.reserve1.equalTo(0)) { util_1.log.error({ weth, token, reserve0: pool === null || pool === void 0 ? void 0 : pool.reserve0.toExact(), reserve1: pool === null || pool === void 0 ? void 0 : pool.reserve1.toExact(), }, `Could not find a valid WETH pool with ${token.symbol} for computing gas costs.`); return null; } return pool; } async getHighestLiquidityUSDPool(chainId, poolProvider) { const usdTokens = gas_model_1.usdGasTokensByChain[chainId]; if (!usdTokens) { throw new Error(`Could not find a USD token for computing gas costs on ${chainId}`); } const usdPools = lodash_1.default.map(usdTokens, (usdToken) => [ usdToken, util_1.WRAPPED_NATIVE_CURRENCY[chainId], ]); const poolAccessor = await poolProvider.getPools(usdPools); const poolsRaw = poolAccessor.getAllPools(); const pools = lodash_1.default.filter(poolsRaw, (pool) => pool.reserve0.greaterThan(0) && pool.reserve1.greaterThan(0)); if (pools.length == 0) { util_1.log.error({ pools }, `Could not find a USD/WETH pool for computing gas costs.`); throw new Error(`Can't find USD/WETH pool for computing gas costs.`); } const maxPool = lodash_1.default.maxBy(pools, (pool) => { if (pool.token0.equals(util_1.WRAPPED_NATIVE_CURRENCY[chainId])) { return parseFloat(pool.reserve0.toSignificant(2)); } else { return parseFloat(pool.reserve1.toSignificant(2)); } }); return maxPool; } } exports.V2HeuristicGasModelFactory = V2HeuristicGasModelFactory; //# 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