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alpha-router.ts
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import { BigNumber } from '@ethersproject/bignumber';
import { BaseProvider, JsonRpcProvider } from '@ethersproject/providers';
import DEFAULT_TOKEN_LIST from '@uniswap/default-token-list';
import { Protocol, SwapRouter, Trade } from '@uniswap/router-sdk';
import { Currency, Fraction, Token, TradeType } from '@uniswap/sdk-core';
import { TokenList } from '@uniswap/token-lists';
import { Pool, Position, SqrtPriceMath, TickMath } from '@uniswap/v3-sdk';
import retry from 'async-retry';
import JSBI from 'jsbi';
import _ from 'lodash';
import NodeCache from 'node-cache';
import {
CachedRoutes,
CacheMode,
CachingGasStationProvider,
CachingTokenProviderWithFallback,
CachingV2PoolProvider,
CachingV2SubgraphProvider,
CachingV3PoolProvider,
CachingV3SubgraphProvider,
EIP1559GasPriceProvider,
ETHGasStationInfoProvider,
IOnChainQuoteProvider,
IRouteCachingProvider,
ISwapRouterProvider,
IV2QuoteProvider,
IV2SubgraphProvider,
LegacyGasPriceProvider,
NodeJSCache,
OnChainGasPriceProvider,
OnChainQuoteProvider,
Simulator,
StaticV2SubgraphProvider,
StaticV3SubgraphProvider,
SwapRouterProvider,
UniswapMulticallProvider,
URISubgraphProvider,
V2QuoteProvider,
V2SubgraphProviderWithFallBacks,
V3SubgraphProviderWithFallBacks,
} from '../../providers';
import { CachingTokenListProvider, ITokenListProvider } from '../../providers/caching-token-list-provider';
import { GasPrice, IGasPriceProvider } from '../../providers/gas-price-provider';
import { ITokenProvider, TokenProvider } from '../../providers/token-provider';
import { ITokenValidatorProvider, TokenValidatorProvider, } from '../../providers/token-validator-provider';
import { IV2PoolProvider, V2PoolProvider } from '../../providers/v2/pool-provider';
import {
ArbitrumGasData,
ArbitrumGasDataProvider,
IL2GasDataProvider,
OptimismGasData,
OptimismGasDataProvider,
} from '../../providers/v3/gas-data-provider';
import { IV3PoolProvider, V3PoolProvider } from '../../providers/v3/pool-provider';
import { IV3SubgraphProvider } from '../../providers/v3/subgraph-provider';
import { Erc20__factory } from '../../types/other/factories/Erc20__factory';
import { SWAP_ROUTER_02_ADDRESSES } from '../../util';
import { CurrencyAmount } from '../../util/amounts';
import { ChainId, ID_TO_CHAIN_ID, ID_TO_NETWORK_NAME, V2_SUPPORTED } from '../../util/chains';
import { log } from '../../util/log';
import { buildSwapMethodParameters, buildTrade } from '../../util/methodParameters';
import { metric, MetricLoggerUnit } from '../../util/metric';
import { UNSUPPORTED_TOKENS } from '../../util/unsupported-tokens';
import {
IRouter,
ISwapToRatio,
MethodParameters,
MixedRoute,
SwapAndAddConfig,
SwapAndAddOptions,
SwapAndAddParameters,
SwapOptions,
SwapRoute,
SwapToRatioResponse,
SwapToRatioStatus,
V3Route,
} from '../router';
import { DEFAULT_ROUTING_CONFIG_BY_CHAIN, ETH_GAS_STATION_API_URL } from './config';
import {
MixedRouteWithValidQuote,
RouteWithValidQuote,
V3RouteWithValidQuote,
} from './entities/route-with-valid-quote';
import { BestSwapRoute, getBestSwapRoute } from './functions/best-swap-route';
import { calculateRatioAmountIn } from './functions/calculate-ratio-amount-in';
import { CandidatePoolsBySelectionCriteria, PoolId, } from './functions/get-candidate-pools';
import { IGasModel, IOnChainGasModelFactory, IV2GasModelFactory } from './gas-models/gas-model';
import { MixedRouteHeuristicGasModelFactory } from './gas-models/mixedRoute/mixed-route-heuristic-gas-model';
import { V2HeuristicGasModelFactory } from './gas-models/v2/v2-heuristic-gas-model';
import { V3HeuristicGasModelFactory } from './gas-models/v3/v3-heuristic-gas-model';
import { GetQuotesResult, MixedQuoter, V2Quoter, V3Quoter } from './quoters';
import { ProviderConfig } from '../../providers/provider';
export type AlphaRouterParams = {
/**
* The chain id for this instance of the Alpha Router.
*/
chainId: ChainId;
/**
* The Web3 provider for getting on-chain data.
*/
provider: BaseProvider;
/**
* The provider to use for making multicalls. Used for getting on-chain data
* like pools, tokens, quotes in batch.
*/
multicall2Provider?: UniswapMulticallProvider;
/**
* The provider for getting all pools that exist on V3 from the Subgraph. The pools
* from this provider are filtered during the algorithm to a set of candidate pools.
*/
v3SubgraphProvider?: IV3SubgraphProvider;
/**
* The provider for getting data about V3 pools.
*/
v3PoolProvider?: IV3PoolProvider;
/**
* The provider for getting V3 quotes.
*/
onChainQuoteProvider?: IOnChainQuoteProvider;
/**
* The provider for getting all pools that exist on V2 from the Subgraph. The pools
* from this provider are filtered during the algorithm to a set of candidate pools.
*/
v2SubgraphProvider?: IV2SubgraphProvider;
/**
* The provider for getting data about V2 pools.
*/
v2PoolProvider?: IV2PoolProvider;
/**
* The provider for getting V3 quotes.
*/
v2QuoteProvider?: IV2QuoteProvider;
/**
* The provider for getting data about Tokens.
*/
tokenProvider?: ITokenProvider;
/**
* The provider for getting the current gas price to use when account for gas in the
* algorithm.
*/
gasPriceProvider?: IGasPriceProvider;
/**
* A factory for generating a gas model that is used when estimating the gas used by
* V3 routes.
*/
v3GasModelFactory?: IOnChainGasModelFactory;
/**
* A factory for generating a gas model that is used when estimating the gas used by
* V2 routes.
*/
v2GasModelFactory?: IV2GasModelFactory;
/**
* A factory for generating a gas model that is used when estimating the gas used by
* V3 routes.
*/
mixedRouteGasModelFactory?: IOnChainGasModelFactory;
/**
* A token list that specifies Token that should be blocked from routing through.
* Defaults to Uniswap's unsupported token list.
*/
blockedTokenListProvider?: ITokenListProvider;
/**
* Calls lens function on SwapRouter02 to determine ERC20 approval types for
* LP position tokens.
*/
swapRouterProvider?: ISwapRouterProvider;
/**
* Calls the optimism gas oracle contract to fetch constants for calculating the l1 security fee.
*/
optimismGasDataProvider?: IL2GasDataProvider<OptimismGasData>;
/**
* A token validator for detecting fee-on-transfer tokens or tokens that can't be transferred.
*/
tokenValidatorProvider?: ITokenValidatorProvider;
/**
* Calls the arbitrum gas data contract to fetch constants for calculating the l1 fee.
*/
arbitrumGasDataProvider?: IL2GasDataProvider<ArbitrumGasData>;
/**
* Simulates swaps and returns new SwapRoute with updated gas estimates.
*/
simulator?: Simulator;
/**
* A provider for caching the best route given an amount, quoteToken, tradeType
*/
routeCachingProvider?: IRouteCachingProvider;
};
export class MapWithLowerCaseKey<V> extends Map<string, V> {
override set(key: string, value: V): this {
return super.set(key.toLowerCase(), value);
}
}
/**
* Determines the pools that the algorithm will consider when finding the optimal swap.
*
* All pools on each protocol are filtered based on the heuristics specified here to generate
* the set of candidate pools. The Top N pools are taken by Total Value Locked (TVL).
*
* Higher values here result in more pools to explore which results in higher latency.
*/
export type ProtocolPoolSelection = {
/**
* The top N pools by TVL out of all pools on the protocol.
*/
topN: number;
/**
* The top N pools by TVL of pools that consist of tokenIn and tokenOut.
*/
topNDirectSwaps: number;
/**
* The top N pools by TVL of pools where one token is tokenIn and the
* top N pools by TVL of pools where one token is tokenOut tokenOut.
*/
topNTokenInOut: number;
/**
* Given the topNTokenInOut pools, gets the top N pools that involve the other token.
* E.g. for a WETH -> USDC swap, if topNTokenInOut found WETH -> DAI and WETH -> USDT,
* a value of 2 would find the top 2 pools that involve DAI and top 2 pools that involve USDT.
*/
topNSecondHop: number;
/**
* Given the topNTokenInOut pools and a token address,
* gets the top N pools that involve the other token.
* If token address is not on the list, we default to topNSecondHop.
* E.g. for a WETH -> USDC swap, if topNTokenInOut found WETH -> DAI and WETH -> USDT,
* and there's a mapping USDT => 4, but no mapping for DAI
* it would find the top 4 pools that involve USDT, and find the topNSecondHop pools that involve DAI
*/
topNSecondHopForTokenAddress?: MapWithLowerCaseKey<number>;
/**
* The top N pools for token in and token out that involve a token from a list of
* hardcoded 'base tokens'. These are standard tokens such as WETH, USDC, DAI, etc.
* This is similar to how the legacy routing algorithm used by Uniswap would select
* pools and is intended to make the new pool selection algorithm close to a superset
* of the old algorithm.
*/
topNWithEachBaseToken: number;
/**
* Given the topNWithEachBaseToken pools, takes the top N pools from the full list.
* E.g. for a WETH -> USDC swap, if topNWithEachBaseToken found WETH -0.05-> DAI,
* WETH -0.01-> DAI, WETH -0.05-> USDC, WETH -0.3-> USDC, a value of 2 would reduce
* this set to the top 2 pools from that full list.
*/
topNWithBaseToken: number;
};
export type AlphaRouterConfig = {
/**
* The block number to use for all on-chain data. If not provided, the router will
* use the latest block returned by the provider.
*/
blockNumber?: number | Promise<number>;
/**
* The protocols to consider when finding the optimal swap. If not provided all protocols
* will be used.
*/
protocols?: Protocol[];
/**
* Config for selecting which pools to consider routing via on V2.
*/
v2PoolSelection: ProtocolPoolSelection;
/**
* Config for selecting which pools to consider routing via on V3.
*/
v3PoolSelection: ProtocolPoolSelection;
/**
* For each route, the maximum number of hops to consider. More hops will increase latency of the algorithm.
*/
maxSwapsPerPath: number;
/**
* The maximum number of splits in the returned route. A higher maximum will increase latency of the algorithm.
*/
maxSplits: number;
/**
* The minimum number of splits in the returned route.
* This parameters should always be set to 1. It is only included for testing purposes.
*/
minSplits: number;
/**
* Forces the returned swap to route across all protocols.
* This parameter should always be false. It is only included for testing purposes.
*/
forceCrossProtocol: boolean;
/**
* Force the alpha router to choose a mixed route swap.
* Default will be falsy. It is only included for testing purposes.
*/
forceMixedRoutes?: boolean;
/**
* The minimum percentage of the input token to use for each route in a split route.
* All routes will have a multiple of this value. For example is distribution percentage is 5,
* a potential return swap would be:
*
* 5% of input => Route 1
* 55% of input => Route 2
* 40% of input => Route 3
*/
distributionPercent: number;
};
export class AlphaRouter
implements IRouter<AlphaRouterConfig>,
ISwapToRatio<AlphaRouterConfig, SwapAndAddConfig> {
protected chainId: ChainId;
protected provider: BaseProvider;
protected multicall2Provider: UniswapMulticallProvider;
protected v3SubgraphProvider: IV3SubgraphProvider;
protected v3PoolProvider: IV3PoolProvider;
protected onChainQuoteProvider: IOnChainQuoteProvider;
protected v2SubgraphProvider: IV2SubgraphProvider;
protected v2QuoteProvider: IV2QuoteProvider;
protected v2PoolProvider: IV2PoolProvider;
protected tokenProvider: ITokenProvider;
protected gasPriceProvider: IGasPriceProvider;
protected swapRouterProvider: ISwapRouterProvider;
protected v3GasModelFactory: IOnChainGasModelFactory;
protected v2GasModelFactory: IV2GasModelFactory;
protected mixedRouteGasModelFactory: IOnChainGasModelFactory;
protected tokenValidatorProvider?: ITokenValidatorProvider;
protected blockedTokenListProvider?: ITokenListProvider;
protected l2GasDataProvider?:
| IL2GasDataProvider<OptimismGasData>
| IL2GasDataProvider<ArbitrumGasData>;
protected simulator?: Simulator;
protected v2Quoter: V2Quoter;
protected v3Quoter: V3Quoter;
protected mixedQuoter: MixedQuoter;
protected routeCachingProvider?: IRouteCachingProvider;
constructor({
chainId,
provider,
multicall2Provider,
v3PoolProvider,
onChainQuoteProvider,
v2PoolProvider,
v2QuoteProvider,
v2SubgraphProvider,
tokenProvider,
blockedTokenListProvider,
v3SubgraphProvider,
gasPriceProvider,
v3GasModelFactory,
v2GasModelFactory,
mixedRouteGasModelFactory,
swapRouterProvider,
optimismGasDataProvider,
tokenValidatorProvider,
arbitrumGasDataProvider,
simulator,
routeCachingProvider,
}: AlphaRouterParams) {
this.chainId = chainId;
this.provider = provider;
this.multicall2Provider =
multicall2Provider ??
new UniswapMulticallProvider(chainId, provider, 375_000);
this.v3PoolProvider =
v3PoolProvider ??
new CachingV3PoolProvider(
this.chainId,
new V3PoolProvider(ID_TO_CHAIN_ID(chainId), this.multicall2Provider),
new NodeJSCache(new NodeCache({ stdTTL: 360, useClones: false }))
);
this.simulator = simulator;
this.routeCachingProvider = routeCachingProvider;
if (onChainQuoteProvider) {
this.onChainQuoteProvider = onChainQuoteProvider;
} else {
switch (chainId) {
case ChainId.OPTIMISM:
case ChainId.OPTIMISM_GOERLI:
case ChainId.OPTIMISTIC_KOVAN:
this.onChainQuoteProvider = new OnChainQuoteProvider(
chainId,
provider,
this.multicall2Provider,
{
retries: 2,
minTimeout: 100,
maxTimeout: 1000,
},
{
multicallChunk: 110,
gasLimitPerCall: 1_200_000,
quoteMinSuccessRate: 0.1,
},
{
gasLimitOverride: 3_000_000,
multicallChunk: 45,
},
{
gasLimitOverride: 3_000_000,
multicallChunk: 45,
},
{
baseBlockOffset: -10,
rollback: {
enabled: true,
attemptsBeforeRollback: 1,
rollbackBlockOffset: -10,
},
}
);
break;
case ChainId.ARBITRUM_ONE:
case ChainId.ARBITRUM_RINKEBY:
case ChainId.ARBITRUM_GOERLI:
this.onChainQuoteProvider = new OnChainQuoteProvider(
chainId,
provider,
this.multicall2Provider,
{
retries: 2,
minTimeout: 100,
maxTimeout: 1000,
},
{
multicallChunk: 10,
gasLimitPerCall: 12_000_000,
quoteMinSuccessRate: 0.1,
},
{
gasLimitOverride: 30_000_000,
multicallChunk: 6,
},
{
gasLimitOverride: 30_000_000,
multicallChunk: 6,
}
);
break;
case ChainId.CELO:
case ChainId.CELO_ALFAJORES:
this.onChainQuoteProvider = new OnChainQuoteProvider(
chainId,
provider,
this.multicall2Provider,
{
retries: 2,
minTimeout: 100,
maxTimeout: 1000,
},
{
multicallChunk: 10,
gasLimitPerCall: 5_000_000,
quoteMinSuccessRate: 0.1,
},
{
gasLimitOverride: 5_000_000,
multicallChunk: 5,
},
{
gasLimitOverride: 6_250_000,
multicallChunk: 4,
}
);
break;
default:
this.onChainQuoteProvider = new OnChainQuoteProvider(
chainId,
provider,
this.multicall2Provider,
{
retries: 2,
minTimeout: 100,
maxTimeout: 1000,
},
{
multicallChunk: 210,
gasLimitPerCall: 705_000,
quoteMinSuccessRate: 0.15,
},
{
gasLimitOverride: 2_000_000,
multicallChunk: 70,
}
);
break;
}
}
this.v2PoolProvider =
v2PoolProvider ??
new CachingV2PoolProvider(
chainId,
new V2PoolProvider(chainId, this.multicall2Provider),
new NodeJSCache(new NodeCache({ stdTTL: 60, useClones: false }))
);
this.v2QuoteProvider = v2QuoteProvider ?? new V2QuoteProvider();
this.blockedTokenListProvider =
blockedTokenListProvider ??
new CachingTokenListProvider(
chainId,
UNSUPPORTED_TOKENS as TokenList,
new NodeJSCache(new NodeCache({ stdTTL: 3600, useClones: false }))
);
this.tokenProvider =
tokenProvider ??
new CachingTokenProviderWithFallback(
chainId,
new NodeJSCache(new NodeCache({ stdTTL: 3600, useClones: false })),
new CachingTokenListProvider(
chainId,
DEFAULT_TOKEN_LIST,
new NodeJSCache(new NodeCache({ stdTTL: 3600, useClones: false }))
),
new TokenProvider(chainId, this.multicall2Provider)
);
const chainName = ID_TO_NETWORK_NAME(chainId);
// ipfs urls in the following format: `https://cloudflare-ipfs.com/ipns/api.uniswap.org/v1/pools/${protocol}/${chainName}.json`;
if (v2SubgraphProvider) {
this.v2SubgraphProvider = v2SubgraphProvider;
} else {
this.v2SubgraphProvider = new V2SubgraphProviderWithFallBacks([
new CachingV2SubgraphProvider(
chainId,
new URISubgraphProvider(
chainId,
`https://cloudflare-ipfs.com/ipns/api.uniswap.org/v1/pools/v2/${chainName}.json`,
undefined,
0
),
new NodeJSCache(new NodeCache({ stdTTL: 300, useClones: false }))
),
new StaticV2SubgraphProvider(chainId),
]);
}
if (v3SubgraphProvider) {
this.v3SubgraphProvider = v3SubgraphProvider;
} else {
this.v3SubgraphProvider = new V3SubgraphProviderWithFallBacks([
new CachingV3SubgraphProvider(
chainId,
new URISubgraphProvider(
chainId,
`https://cloudflare-ipfs.com/ipns/api.uniswap.org/v1/pools/v3/${chainName}.json`,
undefined,
0
),
new NodeJSCache(new NodeCache({ stdTTL: 300, useClones: false }))
),
new StaticV3SubgraphProvider(chainId, this.v3PoolProvider),
]);
}
let gasPriceProviderInstance: IGasPriceProvider;
if (JsonRpcProvider.isProvider(this.provider)) {
gasPriceProviderInstance = new OnChainGasPriceProvider(
chainId,
new EIP1559GasPriceProvider(this.provider as JsonRpcProvider),
new LegacyGasPriceProvider(this.provider as JsonRpcProvider)
);
} else {
gasPriceProviderInstance = new ETHGasStationInfoProvider(ETH_GAS_STATION_API_URL);
}
this.gasPriceProvider =
gasPriceProvider ??
new CachingGasStationProvider(
chainId,
gasPriceProviderInstance,
new NodeJSCache<GasPrice>(
new NodeCache({ stdTTL: 15, useClones: false })
)
);
this.v3GasModelFactory =
v3GasModelFactory ?? new V3HeuristicGasModelFactory();
this.v2GasModelFactory =
v2GasModelFactory ?? new V2HeuristicGasModelFactory();
this.mixedRouteGasModelFactory =
mixedRouteGasModelFactory ?? new MixedRouteHeuristicGasModelFactory();
this.swapRouterProvider =
swapRouterProvider ??
new SwapRouterProvider(this.multicall2Provider, this.chainId);
if (chainId === ChainId.OPTIMISM || chainId === ChainId.OPTIMISTIC_KOVAN) {
this.l2GasDataProvider =
optimismGasDataProvider ??
new OptimismGasDataProvider(chainId, this.multicall2Provider);
}
if (
chainId === ChainId.ARBITRUM_ONE ||
chainId === ChainId.ARBITRUM_RINKEBY ||
chainId === ChainId.ARBITRUM_GOERLI
) {
this.l2GasDataProvider =
arbitrumGasDataProvider ??
new ArbitrumGasDataProvider(chainId, this.provider);
}
if (tokenValidatorProvider) {
this.tokenValidatorProvider = tokenValidatorProvider;
} else if (this.chainId === ChainId.MAINNET) {
this.tokenValidatorProvider = new TokenValidatorProvider(
this.chainId,
this.multicall2Provider,
new NodeJSCache(new NodeCache({ stdTTL: 30000, useClones: false }))
);
}
// Initialize the Quoters.
// Quoters are an abstraction encapsulating the business logic of fetching routes and quotes.
this.v2Quoter = new V2Quoter(
this.v2SubgraphProvider,
this.v2PoolProvider,
this.v2QuoteProvider,
this.v2GasModelFactory,
this.tokenProvider,
this.chainId,
this.blockedTokenListProvider,
this.tokenValidatorProvider
);
this.v3Quoter = new V3Quoter(
this.v3SubgraphProvider,
this.v3PoolProvider,
this.onChainQuoteProvider,
this.tokenProvider,
this.chainId,
this.blockedTokenListProvider,
this.tokenValidatorProvider
);
this.mixedQuoter = new MixedQuoter(
this.v3SubgraphProvider,
this.v3PoolProvider,
this.v2SubgraphProvider,
this.v2PoolProvider,
this.onChainQuoteProvider,
this.tokenProvider,
this.chainId,
this.blockedTokenListProvider,
this.tokenValidatorProvider
);
}
public async routeToRatio(
token0Balance: CurrencyAmount,
token1Balance: CurrencyAmount,
position: Position,
swapAndAddConfig: SwapAndAddConfig,
swapAndAddOptions?: SwapAndAddOptions,
routingConfig: Partial<AlphaRouterConfig> = DEFAULT_ROUTING_CONFIG_BY_CHAIN(
this.chainId
)
): Promise<SwapToRatioResponse> {
if (
token1Balance.currency.wrapped.sortsBefore(token0Balance.currency.wrapped)
) {
[token0Balance, token1Balance] = [token1Balance, token0Balance];
}
let preSwapOptimalRatio = this.calculateOptimalRatio(
position,
position.pool.sqrtRatioX96,
true
);
// set up parameters according to which token will be swapped
let zeroForOne: boolean;
if (position.pool.tickCurrent > position.tickUpper) {
zeroForOne = true;
} else if (position.pool.tickCurrent < position.tickLower) {
zeroForOne = false;
} else {
zeroForOne = new Fraction(
token0Balance.quotient,
token1Balance.quotient
).greaterThan(preSwapOptimalRatio);
if (!zeroForOne) preSwapOptimalRatio = preSwapOptimalRatio.invert();
}
const [inputBalance, outputBalance] = zeroForOne
? [token0Balance, token1Balance]
: [token1Balance, token0Balance];
let optimalRatio = preSwapOptimalRatio;
let postSwapTargetPool = position.pool;
let exchangeRate: Fraction = zeroForOne
? position.pool.token0Price
: position.pool.token1Price;
let swap: SwapRoute | null = null;
let ratioAchieved = false;
let n = 0;
// iterate until we find a swap with a sufficient ratio or return null
while (!ratioAchieved) {
n++;
if (n > swapAndAddConfig.maxIterations) {
log.info('max iterations exceeded');
return {
status: SwapToRatioStatus.NO_ROUTE_FOUND,
error: 'max iterations exceeded',
};
}
const amountToSwap = calculateRatioAmountIn(
optimalRatio,
exchangeRate,
inputBalance,
outputBalance
);
if (amountToSwap.equalTo(0)) {
log.info(`no swap needed: amountToSwap = 0`);
return {
status: SwapToRatioStatus.NO_SWAP_NEEDED,
};
}
swap = await this.route(
amountToSwap,
outputBalance.currency,
TradeType.EXACT_INPUT,
undefined,
{
...DEFAULT_ROUTING_CONFIG_BY_CHAIN(this.chainId),
...routingConfig,
/// @dev We do not want to query for mixedRoutes for routeToRatio as they are not supported
/// [Protocol.V3, Protocol.V2] will make sure we only query for V3 and V2
protocols: [Protocol.V3, Protocol.V2],
}
);
if (!swap) {
log.info('no route found from this.route()');
return {
status: SwapToRatioStatus.NO_ROUTE_FOUND,
error: 'no route found',
};
}
const inputBalanceUpdated = inputBalance.subtract(
swap.trade!.inputAmount
);
const outputBalanceUpdated = outputBalance.add(swap.trade!.outputAmount);
const newRatio = inputBalanceUpdated.divide(outputBalanceUpdated);
let targetPoolPriceUpdate;
swap.route.forEach((route) => {
if (route.protocol === Protocol.V3) {
const v3Route = route as V3RouteWithValidQuote;
v3Route.route.pools.forEach((pool, i) => {
if (
pool.token0.equals(position.pool.token0) &&
pool.token1.equals(position.pool.token1) &&
pool.fee === position.pool.fee
) {
targetPoolPriceUpdate = JSBI.BigInt(
v3Route.sqrtPriceX96AfterList[i]!.toString()
);
optimalRatio = this.calculateOptimalRatio(
position,
JSBI.BigInt(targetPoolPriceUpdate!.toString()),
zeroForOne
);
}
});
}
});
if (!targetPoolPriceUpdate) {
optimalRatio = preSwapOptimalRatio;
}
ratioAchieved =
newRatio.equalTo(optimalRatio) ||
this.absoluteValue(
newRatio.asFraction.divide(optimalRatio).subtract(1)
).lessThan(swapAndAddConfig.ratioErrorTolerance);
if (ratioAchieved && targetPoolPriceUpdate) {
postSwapTargetPool = new Pool(
position.pool.token0,
position.pool.token1,
position.pool.fee,
targetPoolPriceUpdate,
position.pool.liquidity,
TickMath.getTickAtSqrtRatio(targetPoolPriceUpdate),
position.pool.tickDataProvider
);
}
exchangeRate = swap.trade!.outputAmount.divide(swap.trade!.inputAmount);
log.info(
{
exchangeRate: exchangeRate.asFraction.toFixed(18),
optimalRatio: optimalRatio.asFraction.toFixed(18),
newRatio: newRatio.asFraction.toFixed(18),
inputBalanceUpdated: inputBalanceUpdated.asFraction.toFixed(18),
outputBalanceUpdated: outputBalanceUpdated.asFraction.toFixed(18),
ratioErrorTolerance: swapAndAddConfig.ratioErrorTolerance.toFixed(18),
iterationN: n.toString(),
},
'QuoteToRatio Iteration Parameters'
);
if (exchangeRate.equalTo(0)) {
log.info('exchangeRate to 0');
return {
status: SwapToRatioStatus.NO_ROUTE_FOUND,
error: 'insufficient liquidity to swap to optimal ratio',
};
}
}
if (!swap) {
return {
status: SwapToRatioStatus.NO_ROUTE_FOUND,
error: 'no route found',
};
}
let methodParameters: MethodParameters | undefined;
if (swapAndAddOptions) {
methodParameters = await this.buildSwapAndAddMethodParameters(
swap.trade,
swapAndAddOptions,
{
initialBalanceTokenIn: inputBalance,
initialBalanceTokenOut: outputBalance,
preLiquidityPosition: position,
}
);
}
return {
status: SwapToRatioStatus.SUCCESS,
result: { ...swap, methodParameters, optimalRatio, postSwapTargetPool },
};
}
/**
* @inheritdoc IRouter
*/
public async route(
amount: CurrencyAmount,
quoteCurrency: Currency,
tradeType: TradeType,
swapConfig?: SwapOptions,
partialRoutingConfig: Partial<AlphaRouterConfig> = {}
): Promise<SwapRoute | null> {
const { currencyIn, currencyOut } = this.determineCurrencyInOutFromTradeType(tradeType, amount, quoteCurrency);
const tokenIn = currencyIn.wrapped;
const tokenOut = currencyOut.wrapped;
metric.setProperty('chainId', this.chainId);
metric.setProperty('pair', `${tokenIn.symbol}/${tokenOut.symbol}`);
metric.setProperty('tokenIn', tokenIn.address);
metric.setProperty('tokenOut', tokenOut.address);
metric.setProperty('tradeType', tradeType === TradeType.EXACT_INPUT ? 'ExactIn' : 'ExactOut');
metric.putMetric(
`QuoteRequestedForChain${this.chainId}`,
1,
MetricLoggerUnit.Count
);
// Get a block number to specify in all our calls. Ensures data we fetch from chain is
// from the same block.
const blockNumber = partialRoutingConfig.blockNumber ?? this.getBlockNumberPromise();
const routingConfig: AlphaRouterConfig = _.merge(
{},
DEFAULT_ROUTING_CONFIG_BY_CHAIN(this.chainId),
partialRoutingConfig,
{ blockNumber }
);
const gasPriceWei = await this.getGasPriceWei();
const quoteToken = quoteCurrency.wrapped;
const [v3GasModel, mixedRouteGasModel] = await this.getGasModels(
gasPriceWei,
amount.currency.wrapped,
quoteToken,
{ blockNumber }
);
// Create a Set to sanitize the protocols input, a Set of undefined becomes an empty set,
// Then create an Array from the values of that Set.
const protocols: Protocol[] = Array.from(new Set(routingConfig.protocols).values());
const cacheMode = await this.routeCachingProvider?.getCacheMode(
this.chainId,
amount,
quoteToken,
tradeType,
protocols
);
// Fetch CachedRoutes
let cachedRoutes: CachedRoutes | undefined;
if (cacheMode !== CacheMode.Darkmode) {
cachedRoutes = await this.routeCachingProvider?.getCachedRoute(
this.chainId,
amount,
quoteToken,
tradeType,
protocols,
await blockNumber
);
}
if (cacheMode && cacheMode !== CacheMode.Darkmode && !cachedRoutes) {
metric.putMetric(
`GetCachedRoute_miss_${cacheMode}`,
1,
MetricLoggerUnit.Count
);
log.info(
{
tokenIn: tokenIn.symbol,
tokenInAddress: tokenIn.address,
tokenOut: tokenOut.symbol,
tokenOutAddress: tokenOut.address,
cacheMode,
amount: amount.toExact(),
chainId: this.chainId,
tradeType: this.tradeTypeStr(tradeType)
},
`GetCachedRoute miss ${cacheMode} for ${this.tokenPairSymbolTradeTypeChainId(tokenIn, tokenOut, tradeType)}`
);
} else if (cachedRoutes) {
metric.putMetric(
`GetCachedRoute_hit_${cacheMode}`,
1,
MetricLoggerUnit.Count
);
log.info(
{
tokenIn: tokenIn.symbol,
tokenInAddress: tokenIn.address,
tokenOut: tokenOut.symbol,
tokenOutAddress: tokenOut.address,
cacheMode,
amount: amount.toExact(),
chainId: this.chainId,
tradeType: this.tradeTypeStr(tradeType)
},
`GetCachedRoute hit ${cacheMode} for ${this.tokenPairSymbolTradeTypeChainId(tokenIn, tokenOut, tradeType)}`
);
}
let swapRouteFromCachePromise: Promise<BestSwapRoute | null> = Promise.resolve(null);
if (cachedRoutes) {
swapRouteFromCachePromise = this.getSwapRouteFromCache(
cachedRoutes,
await blockNumber,
amount,
quoteToken,
tradeType,
routingConfig,
v3GasModel,
mixedRouteGasModel,
gasPriceWei
);
}
let swapRouteFromChainPromise: Promise<BestSwapRoute | null> = Promise.resolve(null);
if (!cachedRoutes || cacheMode !== CacheMode.Livemode) {
swapRouteFromChainPromise = this.getSwapRouteFromChain(
amount,
tokenIn,
tokenOut,
protocols,
quoteToken,
tradeType,
routingConfig,
v3GasModel,
mixedRouteGasModel,
gasPriceWei
);
}
const [swapRouteFromCache, swapRouteFromChain] = await Promise.all([
swapRouteFromCachePromise,
swapRouteFromChainPromise
]);
let swapRouteRaw: BestSwapRoute | null;
if (cacheMode === CacheMode.Livemode && swapRouteFromCache) {
log.info(`CacheMode is ${cacheMode}, and we are using swapRoute from cache`);
swapRouteRaw = swapRouteFromCache;
} else {
log.info(`CacheMode is ${cacheMode}, and we are using materialized swapRoute`);
swapRouteRaw = swapRouteFromChain;
}