@xspswap/smart-order-router
Version:
XSwap Protocol V3 Smart Order Router
131 lines • 10.9 kB
JavaScript
import retry from 'async-retry';
import Timeout from 'await-timeout';
import { gql, GraphQLClient } from 'graphql-request';
import _ from 'lodash';
import { log } from '../../util/log';
const threshold = 0.025;
const PAGE_SIZE = 1000; // 1k is max possible query size from subgraph.
export class V2SubgraphProvider {
constructor(chainId, subgraphUrl, retries = 2, timeout = 360000, rollback = true, pageSize = PAGE_SIZE) {
this.chainId = chainId;
this.subgraphUrl = subgraphUrl;
this.retries = retries;
this.timeout = timeout;
this.rollback = rollback;
this.pageSize = pageSize;
if (!subgraphUrl) {
throw new Error(`No subgraph url for chain id: ${this.chainId}`);
}
this.client = new GraphQLClient(this.subgraphUrl);
}
async getPools(_tokenIn, _tokenOut, providerConfig) {
let blockNumber = (providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.blockNumber)
? await providerConfig.blockNumber
: undefined;
// Due to limitations with the Subgraph API this is the only way to parameterize the query.
const query2 = gql `
query getPools($pageSize: Int!, $id: String) {
pairs(
first: $pageSize
${blockNumber ? `block: { number: ${blockNumber} }` : ``}
where: { id_gt: $id }
) {
id
token0 { id, symbol }
token1 { id, symbol }
totalSupply
trackedReserveETH
reserveUSD
}
}
`;
let pools = [];
log.info(`Getting V2 pools from the subgraph with page size ${this.pageSize}${(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 pairs = [];
let pairsPage = [];
do {
await retry(async () => {
const poolsResult = await this.client.request(query2, {
pageSize: this.pageSize,
id: lastId,
});
pairsPage = poolsResult.pairs;
pairs = pairs.concat(pairsPage);
lastId = pairs[pairs.length - 1].id;
}, {
retries: this.retries,
onRetry: (err, retry) => {
pools = [];
log.info({ err }, `Failed request for page of pools from subgraph. Retry attempt: ${retry}`);
},
});
} while (pairsPage.length > 0);
return pairs;
};
/* 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}`);
},
});
// Filter pools that have tracked reserve ETH less than threshold.
// trackedReserveETH filters pools that do not involve a pool from this allowlist:
// https://github.com/Uniswap/v2-subgraph/blob/7c82235cad7aee4cfce8ea82f0030af3d224833e/src/mappings/pricing.ts#L43
// Which helps filter pools with manipulated prices/liquidity.
// TODO: Remove. Temporary fix to ensure tokens without trackedReserveETH are in the list.
const FEI = '0x956f47f50a910163d8bf957cf5846d573e7f87ca';
const poolsSanitized = pools
.filter((pool) => {
return (pool.token0.id == FEI ||
pool.token1.id == FEI ||
parseFloat(pool.trackedReserveETH) > threshold);
})
.map((pool) => {
return {
...pool,
id: pool.id.toLowerCase(),
token0: {
id: pool.token0.id.toLowerCase(),
},
token1: {
id: pool.token1.id.toLowerCase(),
},
supply: parseFloat(pool.totalSupply),
reserve: parseFloat(pool.trackedReserveETH),
reserveUSD: parseFloat(pool.reserveUSD),
};
});
log.info(`Got ${pools.length} V2 pools from the subgraph. ${poolsSanitized.length} after filtering`);
return poolsSanitized;
}
}
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