Merge branch 'main' into jsdocs

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@uniswap/smart-order-router",
-  "version": "2.0.0-beta.12",
+  "version": "2.0.0-beta.15",
   "description": "Uniswap Smart Order Router",
   "main": "build/main/src/index.js",
   "typings": "build/main/src/index.d.ts",
@@ -42,7 +42,7 @@
     "@types/sinon": "^10.0.2",
     "@types/stats-lite": "^2.2.0",
     "@uniswap/default-token-list": "^2.0.0",
-    "@uniswap/router-sdk": "^1.0.0-beta.6",
+    "@uniswap/router-sdk": "^1.0.0-beta.7",
     "@uniswap/token-lists": "^1.0.0-beta.25",
     "@uniswap/v2-core": "^1.0.1",
     "@uniswap/v2-periphery": "^1.1.0-beta.0",

src/providers/v2/subgraph-provider.ts

@@ -188,9 +188,14 @@ export class V2SubgraphProvider implements IV2SubgraphProvider {
       }
     );
 
-    // filter pools that have liquidity less than threshold
+    // Filter pools that have tracked reserve ETH less than threshold.
+    // trackedReserveETH filters pools that do not involve a pool from this
+    // allowlist: https://github.com/Uniswap/v2-subgraph/blob/7c82235cad7aee4cfce8ea82f0030af3d224833e/src/mappings/pricing.ts#L43
+    // Which helps filter pools with manipulated prices/liquidity.
     const poolsSanitized: V2SubgraphPool[] = pools
-      .filter((pool) => parseFloat(pool.trackedReserveETH) > threshold)
+      .filter((pool) => {
+        return parseFloat(pool.trackedReserveETH) > threshold;
+      })
       .map((pool) => {
         return {
           ...pool,

src/routers/alpha-router/alpha-router.ts

@@ -320,7 +320,7 @@ export class AlphaRouter
     } else {
       if (!V2_IPFS_POOL_CACHE_URL_BY_CHAIN[chainId]) {
         throw new Error(
-          `No IPFS pool cache for V2 on ${chainId}. Provide your own provider.`
+          `Can not create a default subgraph provider for V2 on ${chainId}. Provide your own V2SubgraphProvider.`
         );
       }
 
@@ -356,7 +356,7 @@ export class AlphaRouter
     } else {
       if (!V3_IPFS_POOL_CACHE_URL_BY_CHAIN[chainId]) {
         throw new Error(
-          `No IPFS pool cache for V3 on ${chainId}. Provide your own provider.`
+          `Can not create a default subgraph provider for V3 on ${chainId}. Provide your own V3SubgraphProvider.`
         );
       }
 
@@ -595,11 +595,13 @@ export class AlphaRouter
       candidatePools: CandidatePoolsBySelectionCriteria;
     }>[] = [];
 
-    if (!protocols || protocols.length == 0) {
-      log.info(
-        { protocols, swapType: tradeType },
-        'Routing across V3 and V2 protocols'
-      );
+    const protocolsSet = new Set(protocols ?? []);
+
+    if (
+      protocolsSet.size == 0 ||
+      (protocolsSet.has(Protocol.V2) && protocolsSet.has(Protocol.V3))
+    ) {
+      log.info({ protocols, tradeType }, 'Routing across all protocols');
       quotePromises.push(
         this.getV3Quotes(
           tokenIn,
@@ -625,7 +627,7 @@ export class AlphaRouter
         )
       );
     } else {
-      if (protocols.includes(Protocol.V3)) {
+      if (protocolsSet.has(Protocol.V3)) {
         log.info({ protocols, swapType: tradeType }, 'Routing across V3');
         quotePromises.push(
           this.getV3Quotes(
@@ -640,7 +642,7 @@ export class AlphaRouter
           )
         );
       }
-      if (protocols.includes(Protocol.V2)) {
+      if (protocolsSet.has(Protocol.V2)) {
         log.info({ protocols, swapType: tradeType }, 'Routing across V2');
         quotePromises.push(
           this.getV2Quotes(
@@ -657,9 +659,7 @@ export class AlphaRouter
       }
     }
 
-    log.info('Waiting for quotes');
     const routesWithValidQuotesByProtocol = await Promise.all(quotePromises);
-    log.info('Waiting for quotes promise resolved');
 
     let allRoutesWithValidQuotes: RouteWithValidQuote[] = [];
     let allCandidatePools: CandidatePoolsBySelectionCriteria[] = [];

src/routers/alpha-router/functions/get-candidate-pools.ts

@@ -28,7 +28,7 @@ import {
   V3SubgraphPool,
 } from '../../../providers/v3/subgraph-provider';
 import { ChainId } from '../../../util';
-import { parseFeeAmount } from '../../../util/amounts';
+import { parseFeeAmount, unparseFeeAmount } from '../../../util/amounts';
 import { log } from '../../../util/log';
 import { metric, MetricLoggerUnit } from '../../../util/metric';
 import { AlphaRouterConfig } from '../alpha-router';
@@ -218,7 +218,7 @@ export async function getV3CandidatePools({
     .slice(0, topNWithBaseToken)
     .value();
 
-  const top2DirectSwapPool = _(subgraphPoolsSorted)
+  let top2DirectSwapPool = _(subgraphPoolsSorted)
     .filter((subgraphPool) => {
       return (
         !poolAddressesSoFar.has(subgraphPool.id) &&
@@ -231,6 +231,35 @@ export async function getV3CandidatePools({
     .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 = _.map(
+      [FeeAmount.HIGH, FeeAmount.MEDIUM, FeeAmount.LOW, FeeAmount.LOWEST],
+      (feeAmount) => {
+        const { token0, token1, poolAddress } = poolProvider.getPoolAddress(
+          tokenIn,
+          tokenOut,
+          feeAmount
+        );
+        return {
+          id: poolAddress,
+          feeTier: unparseFeeAmount(feeAmount),
+          liquidity: '10000',
+          token0: {
+            id: token0.address,
+          },
+          token1: {
+            id: token1.address,
+          },
+          tvlETH: 10000,
+          tvlUSD: 10000,
+        };
+      }
+    );
+  }
+
   addToAddressSet(top2DirectSwapPool);
 
   const wethAddress = WETH9[chainId]!.address;
@@ -594,18 +623,30 @@ export async function getV2CandidatePools({
     .slice(0, topNWithBaseToken)
     .value();
 
-  const top2DirectSwapPool = _(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();
+  // 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 top2DirectSwapPool: V2SubgraphPool[] = [];
+  if (topNDirectSwaps != 0) {
+    const { token0, token1, poolAddress } = poolProvider.getPoolAddress(
+      tokenIn,
+      tokenOut
+    );
+
+    top2DirectSwapPool = [
+      {
+        id: poolAddress,
+        token0: {
+          id: token0.address,
+        },
+        token1: {
+          id: token1.address,
+        },
+        supply: 10000, // Not used. Set to arbitrary number.
+        reserve: 10000, // Not used. Set to arbitrary number.
+      },
+    ];
+  }
 
   addToAddressSet(top2DirectSwapPool);