quickswap-smart-order-router
Version:
QuickSwap Smart Order Router
160 lines • 15 kB
JavaScript
import { BigNumber } from '@ethersproject/bignumber';
import _ from 'lodash';
import { log, WRAPPED_NATIVE_CURRENCY } from '../../../../util';
import { CurrencyAmount } from '../../../../util/amounts';
import { IV2GasModelFactory, usdGasTokensByChain, } from '../gas-model';
// Constant cost for doing any swap regardless of pools.
const BASE_SWAP_COST = BigNumber.from(115000);
// Constant per extra hop in the route.
const COST_PER_EXTRA_HOP = BigNumber.from(20000);
/**
* 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
*/
export class V2HeuristicGasModelFactory extends IV2GasModelFactory {
constructor() {
super();
}
async buildGasModel(chainId, gasPriceWei, poolProvider, token) {
if (token.equals(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 == 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) {
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 == WRAPPED_NATIVE_CURRENCY[chainId].address
? usdPool.token1
: usdPool.token0;
const { gasCostInEth, gasUse } = this.estimateGas(routeWithValidQuote, gasPriceWei, chainId);
if (!ethPool) {
return {
gasEstimate: gasUse,
gasCostInToken: CurrencyAmount.fromRawAmount(token, 0),
gasCostInUSD: CurrencyAmount.fromRawAmount(usdToken, 0),
};
}
const ethToken0 = ethPool.token0.address == WRAPPED_NATIVE_CURRENCY[chainId].address;
const ethTokenPrice = ethToken0
? ethPool.token0Price
: ethPool.token1Price;
let gasCostInTermsOfQuoteToken;
try {
gasCostInTermsOfQuoteToken = ethTokenPrice.quote(gasCostInEth);
}
catch (err) {
log.error({
ethTokenPriceBase: ethTokenPrice.baseCurrency,
ethTokenPriceQuote: ethTokenPrice.quoteCurrency,
gasCostInEth: gasCostInEth.currency,
}, 'Debug eth price token issue');
throw err;
}
const ethToken0USDPool = usdPool.token0.address == WRAPPED_NATIVE_CURRENCY[chainId].address;
const ethTokenPriceUSDPool = ethToken0USDPool
? usdPool.token0Price
: usdPool.token1Price;
let gasCostInTermsOfUSD;
try {
gasCostInTermsOfUSD = ethTokenPriceUSDPool.quote(gasCostInEth);
}
catch (err) {
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 = BASE_SWAP_COST.add(COST_PER_EXTRA_HOP.mul(hops - 1));
const totalGasCostWei = gasPriceWei.mul(gasUse);
const weth = WRAPPED_NATIVE_CURRENCY[chainId];
const gasCostInEth = CurrencyAmount.fromRawAmount(weth, totalGasCostWei.toString());
return { gasCostInEth, gasUse };
}
async getEthPool(chainId, token, poolProvider) {
const weth = 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)) {
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 = usdGasTokensByChain[chainId];
if (!usdTokens) {
throw new Error(`Could not find a USD token for computing gas costs on ${chainId}`);
}
const usdPools = _.map(usdTokens, (usdToken) => [
usdToken,
WRAPPED_NATIVE_CURRENCY[chainId],
]);
const poolAccessor = await poolProvider.getPools(usdPools);
const poolsRaw = poolAccessor.getAllPools();
const pools = _.filter(poolsRaw, (pool) => pool.reserve0.greaterThan(0) && pool.reserve1.greaterThan(0));
if (pools.length == 0) {
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 = _.maxBy(pools, (pool) => {
if (pool.token0.equals(WRAPPED_NATIVE_CURRENCY[chainId])) {
return parseFloat(pool.reserve0.toSignificant(2));
}
else {
return parseFloat(pool.reserve1.toSignificant(2));
}
});
return maxPool;
}
}
//# sourceMappingURL=data:application/json;base64,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