@xspswap/smart-order-router
Version:
XSwap Protocol V3 Smart Order Router
164 lines • 15.6 kB
JavaScript
import { BigNumber } from '@ethersproject/bignumber';
import { partitionMixedRouteByProtocol } from '@x-swap-protocol/router-sdk';
import { Pair } from '@x-swap-protocol/v2-sdk';
import { Pool } from '@x-swap-protocol/v3-sdk';
import _ from 'lodash';
import { WRAPPED_NATIVE_CURRENCY } from '../../../..';
import { log } from '../../../../util';
import { CurrencyAmount } from '../../../../util/amounts';
import { getHighestLiquidityV3NativePool, getHighestLiquidityV3USDPool, getV2NativePool, } from '../../../../util/gas-factory-helpers';
import { IOnChainGasModelFactory, } from '../gas-model';
import { BASE_SWAP_COST as BASE_SWAP_COST_V2, COST_PER_EXTRA_HOP as COST_PER_EXTRA_HOP_V2, } from '../v2/v2-heuristic-gas-model';
import { BASE_SWAP_COST, COST_PER_HOP, COST_PER_INIT_TICK, COST_PER_UNINIT_TICK, } from '../v3/gas-costs';
/**
* Computes a gas estimate for a mixed route swap using heuristics.
* Considers number of hops in the route, number of ticks crossed
* and the typical base cost for a swap.
*
* We get the number of ticks crossed in a swap from the MixedRouteQuoterV1
* contract.
*
* 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.
*
* @export
* @class MixedRouteHeuristicGasModelFactory
*/
export class MixedRouteHeuristicGasModelFactory extends IOnChainGasModelFactory {
constructor() {
super();
}
async buildGasModel({ chainId, gasPriceWei, v3poolProvider: V3poolProvider, quoteToken, v2poolProvider: V2poolProvider, }) {
const usdPool = await getHighestLiquidityV3USDPool(chainId, V3poolProvider);
// If our quote token is WETH, we don't need to convert our gas use to be in terms
// of the quote token in order to produce a gas adjusted amount.
// We do return a gas use in USD however, so we still convert to usd.
const nativeCurrency = WRAPPED_NATIVE_CURRENCY[chainId];
if (quoteToken.equals(nativeCurrency)) {
const estimateGasCost = (routeWithValidQuote) => {
const { totalGasCostNativeCurrency, baseGasUse } = this.estimateGas(routeWithValidQuote, gasPriceWei, chainId);
const token0 = usdPool.token0.address == nativeCurrency.address;
const nativeTokenPrice = token0
? usdPool.token0Price
: usdPool.token1Price;
const gasCostInTermsOfUSD = nativeTokenPrice.quote(totalGasCostNativeCurrency);
return {
gasEstimate: baseGasUse,
gasCostInToken: totalGasCostNativeCurrency,
gasCostInUSD: gasCostInTermsOfUSD,
};
};
return {
estimateGasCost,
};
}
// If the quote token is not in the native currency, we convert the gas cost to be in terms of the quote token.
// We do this by getting the highest liquidity <quoteToken>/<nativeCurrency> pool. eg. <quoteToken>/ETH pool.
const nativeV3Pool = await getHighestLiquidityV3NativePool(quoteToken, V3poolProvider);
let nativeV2Pool;
if (V2poolProvider) {
/// MixedRoutes
nativeV2Pool = await getV2NativePool(quoteToken, V2poolProvider);
}
const usdToken = usdPool.token0.address == nativeCurrency.address
? usdPool.token1
: usdPool.token0;
const estimateGasCost = (routeWithValidQuote) => {
const { totalGasCostNativeCurrency, baseGasUse } = this.estimateGas(routeWithValidQuote, gasPriceWei, chainId);
if (!nativeV3Pool && !nativeV2Pool) {
log.info(`Unable to find ${nativeCurrency.symbol} pool with the quote token, ${quoteToken.symbol} to produce gas adjusted costs. Route will not account for gas.`);
return {
gasEstimate: baseGasUse,
gasCostInToken: CurrencyAmount.fromRawAmount(quoteToken, 0),
gasCostInUSD: CurrencyAmount.fromRawAmount(usdToken, 0),
};
}
/// we will use nativeV2Pool for fallback if nativeV3 does not exist
/// can use ! here because we return above if v3Pool and v2Pool are null
const nativePool = !nativeV3Pool && nativeV2Pool ? nativeV2Pool : nativeV3Pool;
const token0 = nativePool.token0.address == nativeCurrency.address;
// returns mid price in terms of the native currency (the ratio of quoteToken/nativeToken)
const nativeTokenPrice = token0
? nativePool.token0Price
: nativePool.token1Price;
let gasCostInTermsOfQuoteToken;
try {
// native token is base currency
gasCostInTermsOfQuoteToken = nativeTokenPrice.quote(totalGasCostNativeCurrency);
}
catch (err) {
log.info({
nativeTokenPriceBase: nativeTokenPrice.baseCurrency,
nativeTokenPriceQuote: nativeTokenPrice.quoteCurrency,
gasCostInEth: totalGasCostNativeCurrency.currency,
}, 'Debug eth price token issue');
throw err;
}
// true if token0 is the native currency
const token0USDPool = usdPool.token0.address == nativeCurrency.address;
// gets the mid price of the pool in terms of the native token
const nativeTokenPriceUSDPool = token0USDPool
? usdPool.token0Price
: usdPool.token1Price;
let gasCostInTermsOfUSD;
try {
gasCostInTermsOfUSD = nativeTokenPriceUSDPool.quote(totalGasCostNativeCurrency);
}
catch (err) {
log.info({
usdT1: usdPool.token0.symbol,
usdT2: usdPool.token1.symbol,
gasCostInNativeToken: totalGasCostNativeCurrency.currency.symbol,
}, 'Failed to compute USD gas price');
throw err;
}
return {
gasEstimate: baseGasUse,
gasCostInToken: gasCostInTermsOfQuoteToken,
gasCostInUSD: gasCostInTermsOfUSD,
};
};
return {
estimateGasCost: estimateGasCost.bind(this),
};
}
estimateGas(routeWithValidQuote, gasPriceWei, chainId) {
const totalInitializedTicksCrossed = BigNumber.from(Math.max(1, _.sum(routeWithValidQuote.initializedTicksCrossedList)));
/**
* Since we must make a separate call to multicall for each v3 and v2 section, we will have to
* add the BASE_SWAP_COST to each section.
*/
let baseGasUse = BigNumber.from(0);
const route = routeWithValidQuote.route;
const res = partitionMixedRouteByProtocol(route);
res.map((section) => {
if (section.every((pool) => pool instanceof Pool)) {
baseGasUse = baseGasUse.add(BASE_SWAP_COST(chainId));
baseGasUse = baseGasUse.add(COST_PER_HOP(chainId).mul(section.length));
}
else if (section.every((pool) => pool instanceof Pair)) {
baseGasUse = baseGasUse.add(BASE_SWAP_COST_V2);
baseGasUse = baseGasUse.add(
/// same behavior in v2 heuristic gas model factory
COST_PER_EXTRA_HOP_V2.mul(section.length - 1));
}
});
const tickGasUse = COST_PER_INIT_TICK(chainId).mul(totalInitializedTicksCrossed);
const uninitializedTickGasUse = COST_PER_UNINIT_TICK.mul(0);
// base estimate gas used based on chainId estimates for hops and ticks gas useage
baseGasUse = baseGasUse.add(tickGasUse).add(uninitializedTickGasUse);
const baseGasCostWei = gasPriceWei.mul(baseGasUse);
const wrappedCurrency = WRAPPED_NATIVE_CURRENCY[chainId];
const totalGasCostNativeCurrency = CurrencyAmount.fromRawAmount(wrappedCurrency, baseGasCostWei.toString());
return {
totalGasCostNativeCurrency,
totalInitializedTicksCrossed,
baseGasUse,
};
}
}
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