Avoid routing through AMPL on second hop (Uniswap#435)

* Avoid routing through AMPL on second hop * tokenOutAddress --------- Co-authored-by: jsy1218 <[email protected]>
offset-labs · Nov 13, 2023 · 6dc9c84 · 6dc9c84
1 parent 5821f76
commit 6dc9c84
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Showing 3 changed files with 67 additions and 38 deletions.
diff --git a/src/routers/alpha-router/alpha-router.ts b/src/routers/alpha-router/alpha-router.ts
@@ -44,10 +44,7 @@ import {
 } from '../../providers';
 import { CachingTokenListProvider, ITokenListProvider } from '../../providers/caching-token-list-provider';
 import { GasPrice, IGasPriceProvider } from '../../providers/gas-price-provider';
-import {
-  IPortionProvider,
-  PortionProvider
-} from '../../providers/portion-provider';
+import { IPortionProvider, PortionProvider } from '../../providers/portion-provider';
 import { ProviderConfig } from '../../providers/provider';
 import { OnChainTokenFeeFetcher } from '../../providers/token-fee-fetcher';
 import { ITokenProvider, TokenProvider } from '../../providers/token-provider';
@@ -87,10 +84,7 @@ import {
   V3Route,
 } from '../router';
 
-import {
-  DEFAULT_ROUTING_CONFIG_BY_CHAIN,
-  ETH_GAS_STATION_API_URL,
-} from './config';
+import { DEFAULT_ROUTING_CONFIG_BY_CHAIN, ETH_GAS_STATION_API_URL } from './config';
 import {
   MixedRouteWithValidQuote,
   RouteWithValidQuote,
@@ -237,6 +231,13 @@ export class MapWithLowerCaseKey<V> extends Map<string, V> {
   }
 }
 
+export class LowerCaseStringArray extends Array<string> {
+  constructor(...items: string[]) {
+    // Convert all items to lowercase before calling the parent constructor
+    super(...items.map(item => item.toLowerCase()));
+  }
+}
+
 /**
  * Determines the pools that the algorithm will consider when finding the optimal swap.
  *
@@ -274,6 +275,13 @@ export type ProtocolPoolSelection = {
    * it would find the top 4 pools that involve USDT, and find the topNSecondHop pools that involve DAI
    */
   topNSecondHopForTokenAddress?: MapWithLowerCaseKey<number>;
+  /**
+   * List of token addresses to avoid using as a second hop.
+   * There might be multiple reasons why we would like to avoid a specific token,
+   *   but the specific reason that we are trying to solve is when the pool is not synced properly
+   *   e.g. when the pool has a rebasing token that isn't syncing the pool on every rebase.
+   */
+  tokensToAvoidOnSecondHops?: LowerCaseStringArray;
   /**
    * 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.
@@ -612,7 +620,7 @@ export class AlphaRouter
         this.chainId,
         new NodeJSCache(new NodeCache({ stdTTL: 86400, useClones: false })),
         new OnChainTokenFeeFetcher(this.chainId, provider)
-      )
+      );
     }
     this.v2PoolProvider =
       v2PoolProvider ??
@@ -1363,7 +1371,7 @@ export class AlphaRouter
         this.l2GasDataProvider
           ? await this.l2GasDataProvider!.getGasData()
           : undefined,
-          providerConfig
+        providerConfig
       );
       metric.putMetric(
         'SimulateTransaction',
@@ -1636,29 +1644,29 @@ export class AlphaRouter
       const beforeGetRoutesThenQuotes = Date.now();
 
       quotePromises.push(
-          v2CandidatePoolsPromise.then((v2CandidatePools) =>
-              this.v2Quoter.getRoutesThenQuotes(
-                  tokenIn,
-                  tokenOut,
-                  amount,
-                  amounts,
-                  percents,
-                  quoteToken,
-                  v2CandidatePools!,
-                  tradeType,
-                  routingConfig,
-                  undefined,
-                  gasPriceWei
-              ).then((result) => {
-                metric.putMetric(
-                    `SwapRouteFromChain_V2_GetRoutesThenQuotes_Load`,
-                    Date.now() - beforeGetRoutesThenQuotes,
-                    MetricLoggerUnit.Milliseconds
-                );
-
-                return result;
-              })
-          )
+        v2CandidatePoolsPromise.then((v2CandidatePools) =>
+          this.v2Quoter.getRoutesThenQuotes(
+            tokenIn,
+            tokenOut,
+            amount,
+            amounts,
+            percents,
+            quoteToken,
+            v2CandidatePools!,
+            tradeType,
+            routingConfig,
+            undefined,
+            gasPriceWei
+          ).then((result) => {
+            metric.putMetric(
+              `SwapRouteFromChain_V2_GetRoutesThenQuotes_Load`,
+              Date.now() - beforeGetRoutesThenQuotes,
+              MetricLoggerUnit.Milliseconds
+            );
+
+            return result;
+          })
+        )
       );
     }
 

diff --git a/src/routers/alpha-router/config.ts b/src/routers/alpha-router/config.ts
@@ -1,6 +1,6 @@
 import { ChainId } from '@uniswap/sdk-core';
 
-import { AlphaRouterConfig } from './alpha-router';
+import { AlphaRouterConfig, LowerCaseStringArray } from './alpha-router';
 
 export const DEFAULT_ROUTING_CONFIG_BY_CHAIN = (
   chainId: ChainId
@@ -71,6 +71,9 @@ export const DEFAULT_ROUTING_CONFIG_BY_CHAIN = (
           topNDirectSwaps: 1,
           topNTokenInOut: 5,
           topNSecondHop: 2,
+          tokensToAvoidOnSecondHops: new LowerCaseStringArray(
+            '0xd46ba6d942050d489dbd938a2c909a5d5039a161' // AMPL on Mainnet
+          ),
           topNWithEachBaseToken: 2,
           topNWithBaseToken: 6,
         },

diff --git a/src/routers/alpha-router/functions/get-candidate-pools.ts b/src/routers/alpha-router/functions/get-candidate-pools.ts
@@ -209,6 +209,7 @@ export async function getV3CandidatePools({
       topNTokenInOut,
       topNSecondHop,
       topNSecondHopForTokenAddress,
+      tokensToAvoidOnSecondHops,
       topNWithEachBaseToken,
       topNWithBaseToken,
     },
@@ -446,6 +447,7 @@ export async function getV3CandidatePools({
         .filter((subgraphPool) => {
           return (
             !poolAddressesSoFar.has(subgraphPool.id) &&
+            !tokensToAvoidOnSecondHops?.includes(secondHopId.toLowerCase()) &&
             (subgraphPool.token0.id == secondHopId ||
               subgraphPool.token1.id == secondHopId)
           );
@@ -469,6 +471,7 @@ export async function getV3CandidatePools({
         .filter((subgraphPool) => {
           return (
             !poolAddressesSoFar.has(subgraphPool.id) &&
+            !tokensToAvoidOnSecondHops?.includes(secondHopId.toLowerCase()) &&
             (subgraphPool.token0.id == secondHopId ||
               subgraphPool.token1.id == secondHopId)
           );
@@ -625,6 +628,7 @@ export async function getV2CandidatePools({
       topNDirectSwaps,
       topNTokenInOut,
       topNSecondHop,
+      tokensToAvoidOnSecondHops,
       topNWithEachBaseToken,
       topNWithBaseToken,
     },
@@ -899,11 +903,25 @@ export async function getV2CandidatePools({
   // Filtering step for second hops
   const topByTVLUsingTokenInSecondHopsMap: Map<string, SubcategorySelectionPools<V2SubgraphPool>> = new Map();
   const topByTVLUsingTokenOutSecondHopsMap: Map<string, SubcategorySelectionPools<V2SubgraphPool>> = new Map();
-  const tokenInSecondHopAddresses = topByTVLUsingTokenIn.map((pool) =>
-    tokenInAddress == pool.token0.id ? pool.token1.id : pool.token0.id
+  const tokenInSecondHopAddresses = topByTVLUsingTokenIn.filter((pool) => {
+    // filtering second hops
+    if (tokenInAddress === pool.token0.id) {
+      return !tokensToAvoidOnSecondHops?.includes(pool.token1.id.toLowerCase());
+    } else {
+      return !tokensToAvoidOnSecondHops?.includes(pool.token0.id.toLowerCase());
+    }
+  }).map((pool) =>
+    tokenInAddress === pool.token0.id ? pool.token1.id : pool.token0.id
   );
-  const tokenOutSecondHopAddresses = topByTVLUsingTokenOut.map((pool) =>
-    tokenOutAddress == pool.token0.id ? pool.token1.id : pool.token0.id
+  const tokenOutSecondHopAddresses = topByTVLUsingTokenOut.filter((pool) => {
+    // filtering second hops
+    if (tokenOutAddress === pool.token0.id) {
+      return !tokensToAvoidOnSecondHops?.includes(pool.token1.id.toLowerCase());
+    } else {
+      return !tokensToAvoidOnSecondHops?.includes(pool.token0.id.toLowerCase());
+    }
+  }).map((pool) =>
+    tokenOutAddress === pool.token0.id ? pool.token1.id : pool.token0.id
   );
 
   for (const secondHopId of tokenInSecondHopAddresses) {