Add full SOR support for MixedRoutes (Uniswap#101)

* add quoterV3 abi * Add on-chain-quote-provider, accepts MixedRoute type input * Add IQuoterV3 for types * Add helpers for new quote provider * bump v3-sdk to ^3.8.3 * Add log * pin v3-sdk at 3.8.2 * set v3-sdk to ^3.7.0 but install to resolve to latest * Add MixedRouteWithValidQuote typings and wrangle with typescript about string encodings * finish adding getMixedQuotes * Add hack to estimate gas for mixed route * Create on-chain-heuristic-gas-model and add to alpha router * Fix errors, ready for specific integ test for v3 quoter * fix routeToString error * prevent round tripping in IL routes * change to .symbol * Add tests using new on quoterV3 to quote mixed paths * Save state * refactor SOR to accomdate new sdk change * Stuck at out of gas error on v3 * currently broken * update package-lock.json * pin ethersproject/providers at 5.4.0 and ethers at 5.6.1 to fix quoteProvider bug * pass all standard integ tets :) * add guard against quoterv2 address in on chain provider * remove some comments * remove block pinning * add caret * clean up integ tests file * remove some console.logs * package-lock add caret * some fixes * implement candidatePools for mixedRoutes * combine v3 and v2 candidate pools * revisions * fix errors from merge from main * some comments * bump tsnode 10.7.0 * Change mixedRouteHeuristicGasModel * -1 for num hops in v2 case * Just some comments for debugging * testing more mixed routes * rmeove comment * Create OnChainQuoteProvider generic class for v3 and mixed to inherit from * large refactor - remove v3 quote provider files\ * all unit tests pass when we don't query for mixedroutes which makes sense * Add validation checks against malformed routes param, and interface conditional * revert package.json to main * Save state * Add blockGasLimit, remove legacy testing stuff * Feat->feat branch add heuristics to mixed routes selection (Uniswap#117) * Add basic logic for comparing relative liquidity between pools v2 and v3 * Add first heuristic for mixed routes - relative liq in v2 pools * trying to get reserveUSD to be returned from v2 * Create instance of subgraph provider and call explictly * create custom subgraphProvider arg for v2 in mixedRoute * update to use reserveUSD * feat: add stale config (Uniswap#116) * [Docs] Added section in README on how to add a new chain to SOR (Uniswap#119) * add comment * Fix errors caused by bumping router-sdk * Update mixedRouteQuoteProvider params to avoid gasError * Remove exactOutput branch in methodParameters * remove unsued testing stuff * Remove maxApproval check * Save state * add testing stuff * Clean up testing * Change wording in comments for on chain quoter and add TODOs * Clean up comments, logs, and etc. before merge into feat branch Co-authored-by: marktoda <[email protected]> Co-authored-by: raghava-pamula <[email protected]> * Fix validation check for exact_input * Remove unused calculateL1Fee from MixedRouteGasModel * Add optional argument to onChainQuoteProvider for addressesLookup * Guard against case where addressLookup is not provided nor override * Replace QuoterV3 abi with new MixedRouteQuoterV1 abi * Bump ts-node to ^10.8.1 inline with main * Add disableMixedRoutesConsideration key to routingConfig * Change constructor params for OnChainQuoteProvider to have boolean flag * Add newly deployed Quoter address for testing * Fix import error in base-command * Add TODO for unit test and fix comment * USe router-sdk typing for protcols key in config * Change routeAmountsToString value for MIXED to V2 + V3 for interface * Fix compile error with mocked mixedRouteQuoteProvider * Disable mixedRoutes consideration for routeToRatio to pass unit tests * Remove console.logs and add some log.infos * Change behavior for non v2 liq chains to allow construction of class, but restrict usage * Do not construct mixedRouteQuoteProvider for non V2 supported chains * Fix comments, other non crit * self revisions * Remove skip, console.logs * Minor changes from offline disc Co-authored-by: Sara Reynolds <[email protected]> * Initial revisions, add comments, refactor some code for readibility * Add logic for routing across MIXED protocols explictly, fialing unit tests * Remove while/while logic in mixed-route-heuristic-gas-model and add router-sdk func * Allow token round trip in mixedRoute route generation * Oops fix error in checking token amounts in validateExecuteSwap * Add mixedRoute explicit cases for unit test * Add test where mixedRoute is selected, and check output * Unskip tests * locally bump package-json router-sdk version * bump local router-sdk version * Use v3PoolHelper funcs in mixedRouteHeuristicGasModel * Refactor gas models to use IOnChainGasFactory, and for mixedRoute to extend v3Factory class * Use published router-sdk1.3.0 version * Remove failing test * remove console.log * Add base unit test for exactOut. not called for mixedRouteQuotes * feat -> feat Eric/refactor gas factories (Uniswap#155) * Refactor gas models to use IOnChainGasFactory, and for mixedRoute to extend v3Factory class * now both mixed route and v3 extend IOnChainFactory, * protected -> private * Restrict return generic type for IOnChainGasModel to V3 or Mixed * Change buildGasModel to universally take an object as params, and add v2 helpers * Use highest native V2 pool in the case that the v3 does not exist * Fix unit tests for new inputs * Move COST_PER_UNINIT_TICK to v3/gas-costs * change inTermsOfToken to token * Remove skipped tests * remove logger * feat -> feat add cli support mixed routes (Uniswap#157) * Add flag in CLI quote.ts and update .route() call * Add mixedRoutes query into README.md * bump @uniswap/swap-router-contracts to 1.3.0 * Add protocol flag to SOR version of SDK routes (Uniswap#156) * Save state before fetching * Initial commit for refacto * Add unit test to make sure exactOut is not being called for mixed * Remove disable flag and add forceMixedRoutes flag, adjust logic + tests * Comments and revisions * Remove unsued inputs * Update natspec, comments * Add test that swap is null when exactOut + mixed * Add integ-tests for other chains * Change naming of getV2NativePool * Remove comment * fix comments * remove .only * Fix natspec * Fix candidate pools logic, and change naming of params + gasmodel * Remove some legacy stuff * Remove MixedRouteQuoter abis * Update readme * Change validateRoutes logic * Add integ tests for external on chain quote provider class * resolve new router-sdk to 1.3.0 * Fix validation and add tests * Add some comments * remove .only * finish up the test * untrack binaries * rollback changes, since we can't use new quoter with v3 since not deployed * Fix comment abt forceMixedRoutes Co-authored-by: marktoda <[email protected]> Co-authored-by: raghava-pamula <[email protected]> Co-authored-by: Sara Reynolds <[email protected]>
emuswap · Aug 10, 2022 · 9e656a8 · 9e656a8
1 parent d14e1df
commit 9e656a8
Show file tree

Hide file tree

Showing 28 changed files with 2,650 additions and 613 deletions.
diff --git a/README.md b/README.md
@@ -89,6 +89,24 @@ Calldata: 0x414bf389000000000000000000000000dac17f958d2ee523a2206206994597c13d83
 	blockNumber: "13239188"
 	estimatedGasUsed: "113000"
 	gasPriceWei: "116690684398"
+
+./bin/cli quote --tokenIn 0x0391D2021f89DC339F60Fff84546EA23E337750f --tokenOut 0x4d224452801ACEd8B2F0aebE155379bb5D594381 --amount 10000 --exactIn --recipient 0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B --protocols v2,v3,mixed
+Best Route:
+[V2 + V3] 100.00% = BOND -- [0x6591c4BcD6D7A1eb4E537DA8B78676C1576Ba244] --> USDC -- 0.3% [0xB07Fe2F407F971125D4EB1977f8aCEe8846C7324] --> APE
+	Raw Quote Exact In:
+		10437.85
+	Gas Adjusted Quote In:
+		10433.83
+
+Gas Used Quote Token: 4.018625
+Gas Used USD: 29.669402
+Calldata: 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
+Value: 0x00
+
+  blockNumber: "15303839"
+  estimatedGasUsed: "434000"
+  gasPriceWei: "38218865879"
+Total ticks crossed: 7
 ```
 
 ## Rinkeby

diff --git a/cli/base-command.ts b/cli/base-command.ts
@@ -28,14 +28,14 @@ import {
   LegacyRouter,
   MetricLogger,
   NodeJSCache,
+  OnChainQuoteProvider,
   routeAmountsToString,
   RouteWithValidQuote,
   setGlobalLogger,
   setGlobalMetric,
   TokenProvider,
   UniswapMulticallProvider,
   V3PoolProvider,
-  V3QuoteProvider,
   V3RouteWithValidQuote,
 } from '../src';
 import { LegacyGasPriceProvider } from '../src/providers/legacy-gas-price-provider';
@@ -253,7 +253,7 @@ export abstract class BaseCommand extends Command {
         chainId,
         multicall2Provider,
         poolProvider: new V3PoolProvider(chainId, multicall2Provider),
-        quoteProvider: new V3QuoteProvider(
+        quoteProvider: new OnChainQuoteProvider(
           chainId,
           provider,
           multicall2Provider

diff --git a/cli/commands/quote.ts b/cli/commands/quote.ts
@@ -33,6 +33,10 @@ export class Quote extends BaseCommand {
     exactOut: flags.boolean({ required: false }),
     protocols: flags.string({ required: false }),
     forceCrossProtocol: flags.boolean({ required: false, default: false }),
+    forceMixedRoutes: flags.boolean({
+      required: false,
+      default: false,
+    }),
   };
 
   async run() {
@@ -59,6 +63,7 @@ export class Quote extends BaseCommand {
       chainId: chainIdNumb,
       protocols: protocolsStr,
       forceCrossProtocol,
+      forceMixedRoutes,
     } = flags;
 
     if ((exactIn && exactOut) || (!exactIn && !exactOut)) {
@@ -130,6 +135,7 @@ export class Quote extends BaseCommand {
           distributionPercent,
           protocols,
           forceCrossProtocol,
+          forceMixedRoutes,
         }
       );
     } else {
@@ -162,6 +168,7 @@ export class Quote extends BaseCommand {
           distributionPercent,
           protocols,
           forceCrossProtocol,
+          forceMixedRoutes,
         }
       );
     }

diff --git a/package-lock.json b/package-lock.json
diff --git a/package.json b/package.json
@@ -32,8 +32,8 @@
   },
   "dependencies": {
     "@uniswap/default-token-list": "^2.0.0",
-    "@uniswap/router-sdk": "^1.2.0",
-    "@uniswap/swap-router-contracts": "1.2.0",
+    "@uniswap/router-sdk": "^1.3.0",
+    "@uniswap/swap-router-contracts": "^1.3.0",
     "@uniswap/token-lists": "^1.0.0-beta.25",
     "@uniswap/v2-sdk": "^3.0.1",
     "@uniswap/v3-sdk": "^3.7.0",

diff --git a/src/providers/index.ts b/src/providers/index.ts
@@ -10,6 +10,7 @@ export * from './legacy-gas-price-provider';
 export * from './multicall-provider';
 export * from './multicall-uniswap-provider';
 export * from './on-chain-gas-price-provider';
+export * from './on-chain-quote-provider';
 export * from './static-gas-price-provider';
 export * from './swap-router-provider';
 export * from './token-provider';
@@ -25,7 +26,6 @@ export * from './v2/uri-subgraph-provider';
 export * from './v3/caching-pool-provider';
 export * from './v3/caching-subgraph-provider';
 export * from './v3/pool-provider';
-export * from './v3/quote-provider';
 export * from './v3/static-subgraph-provider';
 export * from './v3/subgraph-provider';
 export * from './v3/subgraph-provider-with-fallback';