quickswap-smart-order-router
Version:
QuickSwap Smart Order Router
587 lines • 58.5 kB
JavaScript
"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.getV2CandidatePools = exports.getV3CandidatePools = void 0;
const router_sdk_1 = require("@uniswap/router-sdk");
const sdk_core_1 = require("@uniswap/sdk-core");
const v3_sdk_1 = require("@uniswap/v3-sdk");
const lodash_1 = __importDefault(require("lodash"));
const token_provider_1 = require("../../../providers/token-provider");
const util_1 = require("../../../util");
const amounts_1 = require("../../../util/amounts");
const log_1 = require("../../../util/log");
const metric_1 = require("../../../util/metric");
const baseTokensByChain = {
[util_1.ChainId.MAINNET]: [
token_provider_1.USDC_MAINNET,
token_provider_1.USDT_MAINNET,
token_provider_1.WBTC_MAINNET,
token_provider_1.DAI_MAINNET,
util_1.WRAPPED_NATIVE_CURRENCY[1],
token_provider_1.FEI_MAINNET,
],
[util_1.ChainId.RINKEBY]: [token_provider_1.DAI_RINKEBY_1, token_provider_1.DAI_RINKEBY_2],
[util_1.ChainId.OPTIMISM]: [
token_provider_1.DAI_OPTIMISM,
token_provider_1.USDC_OPTIMISM,
token_provider_1.USDT_OPTIMISM,
token_provider_1.WBTC_OPTIMISM,
],
[util_1.ChainId.OPTIMISTIC_KOVAN]: [
token_provider_1.DAI_OPTIMISTIC_KOVAN,
token_provider_1.USDC_OPTIMISTIC_KOVAN,
token_provider_1.WBTC_OPTIMISTIC_KOVAN,
token_provider_1.USDT_OPTIMISTIC_KOVAN,
],
[util_1.ChainId.ARBITRUM_ONE]: [
token_provider_1.DAI_ARBITRUM,
token_provider_1.USDC_ARBITRUM,
token_provider_1.WBTC_ARBITRUM,
token_provider_1.USDT_ARBITRUM,
],
[util_1.ChainId.ARBITRUM_RINKEBY]: [token_provider_1.DAI_ARBITRUM_RINKEBY, token_provider_1.USDT_ARBITRUM_RINKEBY],
[util_1.ChainId.POLYGON]: [token_provider_1.USDC_POLYGON, token_provider_1.WMATIC_POLYGON, token_provider_1.WETH_POLYGON, token_provider_1.USDT_POLYGON, token_provider_1.DAI_POLYGON],
[util_1.ChainId.POLYGON_MUMBAI]: [token_provider_1.DAI_POLYGON_MUMBAI, token_provider_1.WMATIC_POLYGON_MUMBAI],
};
async function getV3CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
var _a, _b, _c, _d, _e;
const { blockNumber, v3PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
const tokenInAddress = tokenIn.address.toLowerCase();
const tokenOutAddress = tokenOut.address.toLowerCase();
const beforeSubgraphPools = Date.now();
const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
blockNumber,
});
log_1.log.info({ samplePools: allPoolsRaw.slice(0, 3) }, 'Got all pools from V3 subgraph provider');
const allPools = lodash_1.default.map(allPoolsRaw, (pool) => {
return Object.assign(Object.assign({}, pool), { token0: Object.assign(Object.assign({}, pool.token0), { id: pool.token0.id.toLowerCase() }), token1: Object.assign(Object.assign({}, pool.token1), { id: pool.token1.id.toLowerCase() }) });
});
metric_1.metric.putMetric('V3SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
// Only consider pools where neither tokens are in the blocked token list.
let filteredPools = allPools;
if (blockedTokenListProvider) {
filteredPools = [];
for (const pool of allPools) {
const token0InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token0.id);
const token1InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token1.id);
if (token0InBlocklist || token1InBlocklist) {
continue;
}
filteredPools.push(pool);
}
}
const subgraphPoolsSorted = (0, lodash_1.default)(filteredPools)
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.value();
log_1.log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
const poolAddressesSoFar = new Set();
const addToAddressSet = (pools) => {
(0, lodash_1.default)(pools)
.map((pool) => pool.id)
.forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
};
const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
const topByBaseWithTokenIn = (0, lodash_1.default)(baseTokens)
.flatMap((token) => {
return (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
const tokenAddress = token.address.toLowerCase();
return ((subgraphPool.token0.id == tokenAddress &&
subgraphPool.token1.id == tokenInAddress) ||
(subgraphPool.token1.id == tokenAddress &&
subgraphPool.token0.id == tokenInAddress));
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithEachBaseToken)
.value();
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithBaseToken)
.value();
const topByBaseWithTokenOut = (0, lodash_1.default)(baseTokens)
.flatMap((token) => {
return (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
const tokenAddress = token.address.toLowerCase();
return ((subgraphPool.token0.id == tokenAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == tokenAddress &&
subgraphPool.token0.id == tokenOutAddress));
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithEachBaseToken)
.value();
})
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNWithBaseToken)
.value();
let top2DirectSwapPool = (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
((subgraphPool.token0.id == tokenInAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == tokenInAddress &&
subgraphPool.token0.id == tokenOutAddress)));
})
.slice(0, topNDirectSwaps)
.value();
if (top2DirectSwapPool.length == 0 && topNDirectSwaps > 0) {
// If we requested direct swap pools but did not find any in the subgraph query.
// Optimistically add them into the query regardless. Invalid pools ones will be dropped anyway
// when we query the pool on-chain. Ensures that new pools for new pairs can be swapped on immediately.
top2DirectSwapPool = lodash_1.default.map([v3_sdk_1.FeeAmount.HIGH, v3_sdk_1.FeeAmount.MEDIUM, v3_sdk_1.FeeAmount.LOW, v3_sdk_1.FeeAmount.LOWEST], (feeAmount) => {
const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut, feeAmount);
return {
id: poolAddress,
feeTier: (0, amounts_1.unparseFeeAmount)(feeAmount),
liquidity: '10000',
token0: {
id: token0.address,
},
token1: {
id: token1.address,
},
tvlETH: 10000,
tvlUSD: 10000,
};
});
}
addToAddressSet(top2DirectSwapPool);
const wrappedNativeAddress = (_b = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.address;
// Main reason we need this is for gas estimates, only needed if token out is not native.
// We don't check the seen address set because if we've already added pools for getting native quotes
// theres no need to add more.
let top2EthQuoteTokenPool = [];
if ((((_c = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _c === void 0 ? void 0 : _c.symbol) ==
((_d = util_1.WRAPPED_NATIVE_CURRENCY[util_1.ChainId.MAINNET]) === null || _d === void 0 ? void 0 : _d.symbol) &&
tokenOut.symbol != 'WETH' &&
tokenOut.symbol != 'WETH9' &&
tokenOut.symbol != 'ETH') ||
(((_e = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _e === void 0 ? void 0 : _e.symbol) == token_provider_1.WMATIC_POLYGON.symbol &&
tokenOut.symbol != 'MATIC' &&
tokenOut.symbol != 'WMATIC')) {
top2EthQuoteTokenPool = (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
if (routeType == sdk_core_1.TradeType.EXACT_INPUT) {
return ((subgraphPool.token0.id == wrappedNativeAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == wrappedNativeAddress &&
subgraphPool.token0.id == tokenOutAddress));
}
else {
return ((subgraphPool.token0.id == wrappedNativeAddress &&
subgraphPool.token1.id == tokenInAddress) ||
(subgraphPool.token1.id == wrappedNativeAddress &&
subgraphPool.token0.id == tokenInAddress));
}
})
.slice(0, 1)
.value();
}
addToAddressSet(top2EthQuoteTokenPool);
const topByTVL = (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return !poolAddressesSoFar.has(subgraphPool.id);
})
.slice(0, topN)
.value();
addToAddressSet(topByTVL);
const topByTVLUsingTokenIn = (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == tokenInAddress ||
subgraphPool.token1.id == tokenInAddress));
})
.slice(0, topNTokenInOut)
.value();
addToAddressSet(topByTVLUsingTokenIn);
const topByTVLUsingTokenOut = (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == tokenOutAddress ||
subgraphPool.token1.id == tokenOutAddress));
})
.slice(0, topNTokenInOut)
.value();
addToAddressSet(topByTVLUsingTokenOut);
const topByTVLUsingTokenInSecondHops = (0, lodash_1.default)(topByTVLUsingTokenIn)
.map((subgraphPool) => {
return tokenInAddress == subgraphPool.token0.id
? subgraphPool.token1.id
: subgraphPool.token0.id;
})
.flatMap((secondHopId) => {
return (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == secondHopId ||
subgraphPool.token1.id == secondHopId));
})
.slice(0, topNSecondHop)
.value();
})
.uniqBy((pool) => pool.id)
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNSecondHop)
.value();
addToAddressSet(topByTVLUsingTokenInSecondHops);
const topByTVLUsingTokenOutSecondHops = (0, lodash_1.default)(topByTVLUsingTokenOut)
.map((subgraphPool) => {
return tokenOutAddress == subgraphPool.token0.id
? subgraphPool.token1.id
: subgraphPool.token0.id;
})
.flatMap((secondHopId) => {
return (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == secondHopId ||
subgraphPool.token1.id == secondHopId));
})
.slice(0, topNSecondHop)
.value();
})
.uniqBy((pool) => pool.id)
.sortBy((tokenListPool) => -tokenListPool.tvlUSD)
.slice(0, topNSecondHop)
.value();
addToAddressSet(topByTVLUsingTokenOutSecondHops);
const subgraphPools = (0, lodash_1.default)([
...topByBaseWithTokenIn,
...topByBaseWithTokenOut,
...top2DirectSwapPool,
...top2EthQuoteTokenPool,
...topByTVL,
...topByTVLUsingTokenIn,
...topByTVLUsingTokenOut,
...topByTVLUsingTokenInSecondHops,
...topByTVLUsingTokenOutSecondHops,
])
.compact()
.uniqBy((pool) => pool.id)
.value();
const tokenAddresses = (0, lodash_1.default)(subgraphPools)
.flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
.compact()
.uniq()
.value();
log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V3 pools we are considering`);
const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
blockNumber,
});
const printV3SubgraphPool = (s) => {
var _a, _b, _c, _d;
return `${(_b = (_a = tokenAccessor.getTokenByAddress(s.token0.id)) === null || _a === void 0 ? void 0 : _a.symbol) !== null && _b !== void 0 ? _b : s.token0.id}/${(_d = (_c = tokenAccessor.getTokenByAddress(s.token1.id)) === null || _c === void 0 ? void 0 : _c.symbol) !== null && _d !== void 0 ? _d : s.token1.id}/${s.feeTier}`;
};
log_1.log.info({
topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV3SubgraphPool),
topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV3SubgraphPool),
topByTVL: topByTVL.map(printV3SubgraphPool),
topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV3SubgraphPool),
topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV3SubgraphPool),
topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV3SubgraphPool),
topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV3SubgraphPool),
top2DirectSwap: top2DirectSwapPool.map(printV3SubgraphPool),
top2EthQuotePool: top2EthQuoteTokenPool.map(printV3SubgraphPool),
}, `V3 Candidate Pools`);
const tokenPairsRaw = lodash_1.default.map(subgraphPools, (subgraphPool) => {
const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
let fee;
try {
fee = (0, amounts_1.parseFeeAmount)(subgraphPool.feeTier);
}
catch (err) {
log_1.log.info({ subgraphPool }, `Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${subgraphPool.feeTier} because fee tier not supported`);
return undefined;
}
if (!tokenA || !tokenB) {
log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}/${fee} because ${tokenA ? subgraphPool.token1.id : subgraphPool.token0.id} not found by token provider`);
return undefined;
}
return [tokenA, tokenB, fee];
});
const tokenPairs = lodash_1.default.compact(tokenPairsRaw);
const beforePoolsLoad = Date.now();
const poolAccessor = await poolProvider.getPools(tokenPairs);
metric_1.metric.putMetric('V3PoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
const poolsBySelection = {
protocol: router_sdk_1.Protocol.V3,
selections: {
topByBaseWithTokenIn,
topByBaseWithTokenOut,
topByDirectSwapPool: top2DirectSwapPool,
topByEthQuoteTokenPool: top2EthQuoteTokenPool,
topByTVL,
topByTVLUsingTokenIn,
topByTVLUsingTokenOut,
topByTVLUsingTokenInSecondHops,
topByTVLUsingTokenOutSecondHops,
},
};
return { poolAccessor, candidatePools: poolsBySelection };
}
exports.getV3CandidatePools = getV3CandidatePools;
async function getV2CandidatePools({ tokenIn, tokenOut, routeType, routingConfig, subgraphProvider, tokenProvider, poolProvider, blockedTokenListProvider, chainId, }) {
var _a, _b, _c, _d;
const { blockNumber, v2PoolSelection: { topN, topNDirectSwaps, topNTokenInOut, topNSecondHop, topNWithEachBaseToken, topNWithBaseToken, }, } = routingConfig;
const tokenInAddress = tokenIn.address.toLowerCase();
const tokenOutAddress = tokenOut.address.toLowerCase();
const beforeSubgraphPools = Date.now();
const allPoolsRaw = await subgraphProvider.getPools(tokenIn, tokenOut, {
blockNumber,
});
const allPools = lodash_1.default.map(allPoolsRaw, (pool) => {
return Object.assign(Object.assign({}, pool), { token0: Object.assign(Object.assign({}, pool.token0), { id: pool.token0.id.toLowerCase() }), token1: Object.assign(Object.assign({}, pool.token1), { id: pool.token1.id.toLowerCase() }) });
});
metric_1.metric.putMetric('V2SubgraphPoolsLoad', Date.now() - beforeSubgraphPools, metric_1.MetricLoggerUnit.Milliseconds);
// Only consider pools where neither tokens are in the blocked token list.
let filteredPools = allPools;
if (blockedTokenListProvider) {
filteredPools = [];
for (const pool of allPools) {
const token0InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token0.id);
const token1InBlocklist = await blockedTokenListProvider.getTokenByAddress(pool.token1.id);
if (token0InBlocklist || token1InBlocklist) {
continue;
}
filteredPools.push(pool);
}
}
const subgraphPoolsSorted = (0, lodash_1.default)(filteredPools)
.sortBy((tokenListPool) => -tokenListPool.reserve)
.value();
log_1.log.info(`After filtering blocked tokens went from ${allPools.length} to ${subgraphPoolsSorted.length}.`);
const poolAddressesSoFar = new Set();
const addToAddressSet = (pools) => {
(0, lodash_1.default)(pools)
.map((pool) => pool.id)
.forEach((poolAddress) => poolAddressesSoFar.add(poolAddress));
};
const baseTokens = (_a = baseTokensByChain[chainId]) !== null && _a !== void 0 ? _a : [];
const topByBaseWithTokenIn = (0, lodash_1.default)(baseTokens)
.flatMap((token) => {
return (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
const tokenAddress = token.address.toLowerCase();
return ((subgraphPool.token0.id == tokenAddress &&
subgraphPool.token1.id == tokenInAddress) ||
(subgraphPool.token1.id == tokenAddress &&
subgraphPool.token0.id == tokenInAddress));
})
.sortBy((tokenListPool) => -tokenListPool.reserve)
.slice(0, topNWithEachBaseToken)
.value();
})
.sortBy((tokenListPool) => -tokenListPool.reserve)
.slice(0, topNWithBaseToken)
.value();
const topByBaseWithTokenOut = (0, lodash_1.default)(baseTokens)
.flatMap((token) => {
return (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
const tokenAddress = token.address.toLowerCase();
return ((subgraphPool.token0.id == tokenAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == tokenAddress &&
subgraphPool.token0.id == tokenOutAddress));
})
.sortBy((tokenListPool) => -tokenListPool.reserve)
.slice(0, topNWithEachBaseToken)
.value();
})
.sortBy((tokenListPool) => -tokenListPool.reserve)
.slice(0, topNWithBaseToken)
.value();
// Always add the direct swap pool into the mix regardless of if it exists in the subgraph pool list.
// Ensures that new pools can be swapped on immediately, and that if a pool was filtered out of the
// subgraph query for some reason (e.g. trackedReserveETH was 0), then we still consider it.
let topByDirectSwapPool = [];
if (topNDirectSwaps != 0) {
const { token0, token1, poolAddress } = poolProvider.getPoolAddress(tokenIn, tokenOut);
topByDirectSwapPool = [
{
id: poolAddress,
token0: {
id: token0.address,
},
token1: {
id: token1.address,
},
supply: 10000,
reserve: 10000, // Not used. Set to arbitrary number.
},
];
}
addToAddressSet(topByDirectSwapPool);
const wrappedNativeAddress = util_1.WRAPPED_NATIVE_CURRENCY[chainId].address;
// Main reason we need this is for gas estimates, only needed if token out is not ETH.
// We don't check the seen address set because if we've already added pools for getting ETH quotes
// theres no need to add more.
// Note: we do not need to check other native currencies for the V2 Protocol
let topByEthQuoteTokenPool = [];
if ((((_b = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _b === void 0 ? void 0 : _b.symbol) ==
((_c = util_1.WRAPPED_NATIVE_CURRENCY[util_1.ChainId.MAINNET]) === null || _c === void 0 ? void 0 : _c.symbol) &&
tokenOut.symbol != 'WETH' &&
tokenOut.symbol != 'WETH9' &&
tokenOut.symbol != 'ETH') ||
(((_d = util_1.WRAPPED_NATIVE_CURRENCY[chainId]) === null || _d === void 0 ? void 0 : _d.symbol) == token_provider_1.WMATIC_POLYGON.symbol &&
tokenOut.symbol != 'MATIC' &&
tokenOut.symbol != 'WMATIC')) {
topByEthQuoteTokenPool = (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
if (routeType == sdk_core_1.TradeType.EXACT_INPUT) {
return ((subgraphPool.token0.id == wrappedNativeAddress &&
subgraphPool.token1.id == tokenOutAddress) ||
(subgraphPool.token1.id == wrappedNativeAddress &&
subgraphPool.token0.id == tokenOutAddress));
}
else {
return ((subgraphPool.token0.id == wrappedNativeAddress &&
subgraphPool.token1.id == tokenInAddress) ||
(subgraphPool.token1.id == wrappedNativeAddress &&
subgraphPool.token0.id == tokenInAddress));
}
})
.slice(0, 1)
.value();
}
addToAddressSet(topByEthQuoteTokenPool);
const topByTVL = (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return !poolAddressesSoFar.has(subgraphPool.id);
})
.slice(0, topN)
.value();
addToAddressSet(topByTVL);
const topByTVLUsingTokenIn = (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == tokenInAddress ||
subgraphPool.token1.id == tokenInAddress));
})
.slice(0, topNTokenInOut)
.value();
addToAddressSet(topByTVLUsingTokenIn);
const topByTVLUsingTokenOut = (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == tokenOutAddress ||
subgraphPool.token1.id == tokenOutAddress));
})
.slice(0, topNTokenInOut)
.value();
addToAddressSet(topByTVLUsingTokenOut);
const topByTVLUsingTokenInSecondHops = (0, lodash_1.default)(topByTVLUsingTokenIn)
.map((subgraphPool) => {
return tokenInAddress == subgraphPool.token0.id
? subgraphPool.token1.id
: subgraphPool.token0.id;
})
.flatMap((secondHopId) => {
return (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == secondHopId ||
subgraphPool.token1.id == secondHopId));
})
.slice(0, topNSecondHop)
.value();
})
.uniqBy((pool) => pool.id)
.sortBy((tokenListPool) => -tokenListPool.reserve)
.slice(0, topNSecondHop)
.value();
addToAddressSet(topByTVLUsingTokenInSecondHops);
const topByTVLUsingTokenOutSecondHops = (0, lodash_1.default)(topByTVLUsingTokenOut)
.map((subgraphPool) => {
return tokenOutAddress == subgraphPool.token0.id
? subgraphPool.token1.id
: subgraphPool.token0.id;
})
.flatMap((secondHopId) => {
return (0, lodash_1.default)(subgraphPoolsSorted)
.filter((subgraphPool) => {
return (!poolAddressesSoFar.has(subgraphPool.id) &&
(subgraphPool.token0.id == secondHopId ||
subgraphPool.token1.id == secondHopId));
})
.slice(0, topNSecondHop)
.value();
})
.uniqBy((pool) => pool.id)
.sortBy((tokenListPool) => -tokenListPool.reserve)
.slice(0, topNSecondHop)
.value();
addToAddressSet(topByTVLUsingTokenOutSecondHops);
const subgraphPools = (0, lodash_1.default)([
...topByBaseWithTokenIn,
...topByBaseWithTokenOut,
...topByDirectSwapPool,
...topByEthQuoteTokenPool,
...topByTVL,
...topByTVLUsingTokenIn,
...topByTVLUsingTokenOut,
...topByTVLUsingTokenInSecondHops,
...topByTVLUsingTokenOutSecondHops,
])
.compact()
.uniqBy((pool) => pool.id)
.value();
const tokenAddresses = (0, lodash_1.default)(subgraphPools)
.flatMap((subgraphPool) => [subgraphPool.token0.id, subgraphPool.token1.id])
.compact()
.uniq()
.value();
log_1.log.info(`Getting the ${tokenAddresses.length} tokens within the ${subgraphPools.length} V2 pools we are considering`);
const tokenAccessor = await tokenProvider.getTokens(tokenAddresses, {
blockNumber,
});
const printV2SubgraphPool = (s) => {
var _a, _b, _c, _d;
return `${(_b = (_a = tokenAccessor.getTokenByAddress(s.token0.id)) === null || _a === void 0 ? void 0 : _a.symbol) !== null && _b !== void 0 ? _b : s.token0.id}/${(_d = (_c = tokenAccessor.getTokenByAddress(s.token1.id)) === null || _c === void 0 ? void 0 : _c.symbol) !== null && _d !== void 0 ? _d : s.token1.id}`;
};
log_1.log.info({
topByBaseWithTokenIn: topByBaseWithTokenIn.map(printV2SubgraphPool),
topByBaseWithTokenOut: topByBaseWithTokenOut.map(printV2SubgraphPool),
topByTVL: topByTVL.map(printV2SubgraphPool),
topByTVLUsingTokenIn: topByTVLUsingTokenIn.map(printV2SubgraphPool),
topByTVLUsingTokenOut: topByTVLUsingTokenOut.map(printV2SubgraphPool),
topByTVLUsingTokenInSecondHops: topByTVLUsingTokenInSecondHops.map(printV2SubgraphPool),
topByTVLUsingTokenOutSecondHops: topByTVLUsingTokenOutSecondHops.map(printV2SubgraphPool),
top2DirectSwap: topByDirectSwapPool.map(printV2SubgraphPool),
top2EthQuotePool: topByEthQuoteTokenPool.map(printV2SubgraphPool),
}, `V2 Candidate pools`);
const tokenPairsRaw = lodash_1.default.map(subgraphPools, (subgraphPool) => {
const tokenA = tokenAccessor.getTokenByAddress(subgraphPool.token0.id);
const tokenB = tokenAccessor.getTokenByAddress(subgraphPool.token1.id);
if (!tokenA || !tokenB) {
log_1.log.info(`Dropping candidate pool for ${subgraphPool.token0.id}/${subgraphPool.token1.id}`);
return undefined;
}
return [tokenA, tokenB];
});
const tokenPairs = lodash_1.default.compact(tokenPairsRaw);
const beforePoolsLoad = Date.now();
const poolAccessor = await poolProvider.getPools(tokenPairs, { blockNumber });
metric_1.metric.putMetric('V2PoolsLoad', Date.now() - beforePoolsLoad, metric_1.MetricLoggerUnit.Milliseconds);
const poolsBySelection = {
protocol: router_sdk_1.Protocol.V2,
selections: {
topByBaseWithTokenIn,
topByBaseWithTokenOut,
topByDirectSwapPool,
topByEthQuoteTokenPool: topByEthQuoteTokenPool,
topByTVL,
topByTVLUsingTokenIn,
topByTVLUsingTokenOut,
topByTVLUsingTokenInSecondHops,
topByTVLUsingTokenOutSecondHops,
},
};
return { poolAccessor, candidatePools: poolsBySelection };
}
exports.getV2CandidatePools = getV2CandidatePools;
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