quickswap-smart-order-router
Version:
QuickSwap Smart Order Router
123 lines • 12.4 kB
JavaScript
;
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.V3PoolProvider = void 0;
const v3_sdk_1 = require("@uniswap/v3-sdk");
const async_retry_1 = __importDefault(require("async-retry"));
const lodash_1 = __importDefault(require("lodash"));
const IUniswapV3PoolState__factory_1 = require("../../types/v3/factories/IUniswapV3PoolState__factory");
const addresses_1 = require("../../util/addresses");
const log_1 = require("../../util/log");
const routes_1 = require("../../util/routes");
class V3PoolProvider {
/**
* Creates an instance of V3PoolProvider.
* @param chainId The chain id to use.
* @param multicall2Provider The multicall provider to use to get the pools.
* @param retryOptions The retry options for each call to the multicall.
*/
constructor(chainId, multicall2Provider, retryOptions = {
retries: 2,
minTimeout: 50,
maxTimeout: 500,
}) {
this.chainId = chainId;
this.multicall2Provider = multicall2Provider;
this.retryOptions = retryOptions;
// Computing pool addresses is slow as it requires hashing, encoding etc.
// Addresses never change so can always be cached.
this.POOL_ADDRESS_CACHE = {};
}
async getPools(tokenPairs, providerConfig) {
const poolAddressSet = new Set();
const sortedTokenPairs = [];
const sortedPoolAddresses = [];
for (const tokenPair of tokenPairs) {
const [tokenA, tokenB, feeAmount] = tokenPair;
const { poolAddress, token0, token1 } = this.getPoolAddress(tokenA, tokenB, feeAmount);
if (poolAddressSet.has(poolAddress)) {
continue;
}
poolAddressSet.add(poolAddress);
sortedTokenPairs.push([token0, token1, feeAmount]);
sortedPoolAddresses.push(poolAddress);
}
log_1.log.debug(`getPools called with ${tokenPairs.length} token pairs. Deduped down to ${poolAddressSet.size}`);
const [slot0Results, liquidityResults] = await Promise.all([
this.getPoolsData(sortedPoolAddresses, 'slot0', providerConfig),
this.getPoolsData(sortedPoolAddresses, 'liquidity', providerConfig),
]);
log_1.log.info(`Got liquidity and slot0s for ${poolAddressSet.size} pools ${(providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.blockNumber)
? `as of block: ${providerConfig === null || providerConfig === void 0 ? void 0 : providerConfig.blockNumber}.`
: ``}`);
const poolAddressToPool = {};
const invalidPools = [];
for (let i = 0; i < sortedPoolAddresses.length; i++) {
const slot0Result = slot0Results[i];
const liquidityResult = liquidityResults[i];
// These properties tell us if a pool is valid and initialized or not.
if (!(slot0Result === null || slot0Result === void 0 ? void 0 : slot0Result.success) ||
!(liquidityResult === null || liquidityResult === void 0 ? void 0 : liquidityResult.success) ||
slot0Result.result.sqrtPriceX96.eq(0)) {
const [token0, token1, fee] = sortedTokenPairs[i];
invalidPools.push([token0, token1, fee]);
continue;
}
const [token0, token1, fee] = sortedTokenPairs[i];
const slot0 = slot0Result.result;
const liquidity = liquidityResult.result[0];
const pool = new v3_sdk_1.Pool(token0, token1, fee, slot0.sqrtPriceX96.toString(), liquidity.toString(), slot0.tick);
const poolAddress = sortedPoolAddresses[i];
poolAddressToPool[poolAddress] = pool;
}
if (invalidPools.length > 0) {
log_1.log.info({
invalidPools: lodash_1.default.map(invalidPools, ([token0, token1, fee]) => `${token0.symbol}/${token1.symbol}/${fee / 10000}%`),
}, `${invalidPools.length} pools invalid after checking their slot0 and liquidity results. Dropping.`);
}
const poolStrs = lodash_1.default.map(Object.values(poolAddressToPool), routes_1.poolToString);
log_1.log.debug({ poolStrs }, `Found ${poolStrs.length} valid pools`);
return {
getPool: (tokenA, tokenB, feeAmount) => {
const { poolAddress } = this.getPoolAddress(tokenA, tokenB, feeAmount);
return poolAddressToPool[poolAddress];
},
getPoolByAddress: (address) => poolAddressToPool[address],
getAllPools: () => Object.values(poolAddressToPool),
};
}
getPoolAddress(tokenA, tokenB, feeAmount) {
const [token0, token1] = tokenA.sortsBefore(tokenB)
? [tokenA, tokenB]
: [tokenB, tokenA];
const cacheKey = `${this.chainId}/${token0.address}/${token1.address}/${feeAmount}`;
const cachedAddress = this.POOL_ADDRESS_CACHE[cacheKey];
if (cachedAddress) {
return { poolAddress: cachedAddress, token0, token1 };
}
const poolAddress = (0, v3_sdk_1.computePoolAddress)({
factoryAddress: addresses_1.V3_CORE_FACTORY_ADDRESS,
tokenA: token0,
tokenB: token1,
fee: feeAmount,
});
this.POOL_ADDRESS_CACHE[cacheKey] = poolAddress;
return { poolAddress, token0, token1 };
}
async getPoolsData(poolAddresses, functionName, providerConfig) {
const { results, blockNumber } = await (0, async_retry_1.default)(async () => {
return this.multicall2Provider.callSameFunctionOnMultipleContracts({
addresses: poolAddresses,
contractInterface: IUniswapV3PoolState__factory_1.IUniswapV3PoolState__factory.createInterface(),
functionName: functionName,
providerConfig,
});
}, this.retryOptions);
log_1.log.debug(`Pool data fetched as of block ${blockNumber}`);
return results;
}
}
exports.V3PoolProvider = V3PoolProvider;
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