EIP 1559 gas parameterizable, comments

README.md

@@ -4,7 +4,14 @@ This repository contains routing logic for the Uniswap V3 protocol.
 
 It searches for the most efficient way to swap token A for token B, considering splitting swaps across multiple routes and gas costs.
 
-## CLI
+## Testing
+### Unit Tests
+
+```
+npm run test
+```
+
+### CLI
 
 The package can be run as a CLI for testing purposes.
 

src/providers/eip-1559-gas-price-provider.ts

@@ -18,20 +18,23 @@ export type FeeHistoryResponse = {
 };
 
 // We get the Xth percentile of priority fees for transactions successfully included in previous blocks.
-const PRIORITY_FEE_PERCENTILE = 50;
+const DEFAULT_PRIORITY_FEE_PERCENTILE = 50;
 // Infura docs say only past 4 blocks guaranteed to be available: https://infura.io/docs/ethereum#operation/eth_feeHistory
 const BLOCKS_TO_LOOK_BACK = 4;
 
 export class EIP1559GasPriceProvider extends IGasPriceProvider {
-  constructor(protected provider: providers.JsonRpcProvider) {
+  constructor(
+    protected provider: providers.JsonRpcProvider,
+    private priorityFeePercentile: number = DEFAULT_PRIORITY_FEE_PERCENTILE
+  ) {
     super();
   }
 
   public async getGasPrice(): Promise<GasPrice> {
     const feeHistoryRaw = (await this.provider.send('eth_feeHistory', [
       BLOCKS_TO_LOOK_BACK.toString(),
       'latest',
-      [PRIORITY_FEE_PERCENTILE],
+      [this.priorityFeePercentile],
     ])) as RawFeeHistoryResponse;
 
     const feeHistory: FeeHistoryResponse = {
@@ -56,6 +59,11 @@ export class EIP1559GasPriceProvider extends IGasPriceProvider {
       {
         feeHistoryRaw,
         feeHistory,
+        feeHistoryReadable: {
+          baseFeePerGas: _.map(feeHistory.baseFeePerGas, (f) => f.toString()),
+          oldestBlock: feeHistory.oldestBlock.toString(),
+          reward: _.map(feeHistory.reward, (r) => r.toString()),
+        },
         nextBlockBaseFeePerGas,
         averagePriorityFeePerGas,
       },

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

@@ -150,11 +150,17 @@ export class AlphaRouter implements IRouter<AlphaRouterConfig> {
     swapConfig?: SwapConfig,
     routingConfig = DEFAULT_CONFIG
   ): Promise<SwapRoute<TTradeType> | null> {
-    const blockNumber =
-      routingConfig.blockNumber ?? this.provider.getBlockNumber();
     const tokenIn = currencyIn.wrapped;
     const tokenOut = currencyOut.wrapped;
 
+    // Get a block number to specify in all our calls. Ensures data we fetch from chain is
+    // from the same block.
+    const blockNumber =
+      routingConfig.blockNumber ?? this.provider.getBlockNumber();
+
+    // Fetch all the pools that we will consider routing via. There are thousands
+    // of pools, so we filter them to a set of candidate pools that we expect will
+    // result in good prices.
     const { poolAccessor, candidatePools } = await getCandidatePools({
       tokenIn,
       tokenOut,
@@ -167,6 +173,7 @@ export class AlphaRouter implements IRouter<AlphaRouterConfig> {
     });
     const pools = poolAccessor.getAllPools();
 
+    // Get an estimate of the gas price to use when estimating gas cost of different routes.
     const beforeGas = Date.now();
     const { gasPriceWei } = await this.gasPriceProvider.getGasPrice();
 
@@ -185,18 +192,23 @@ export class AlphaRouter implements IRouter<AlphaRouterConfig> {
       quoteToken
     );
 
+    // Given all our candidate pools, compute all the possible ways to route from tokenIn to tokenOut.
     const { maxSwapsPerPath } = routingConfig;
     const routes = computeAllRoutes(tokenIn, tokenOut, pools, maxSwapsPerPath);
 
     if (routes.length == 0) {
       return null;
     }
 
+    // Generate our distribution of amounts, i.e. fractions of the input amount.
+    // We will get quotes for fractions of the input amount for different routes, then
+    // combine to generate split routes.
     const [percents, amounts] = this.getAmountDistribution(
       amount,
       routingConfig
     );
 
+    // For all our routes, and all the fractional amounts, fetch quotes on-chain.
     const quoteFn =
       swapType == TradeType.EXACT_INPUT
         ? this.quoteProvider.getQuotesManyExactIn.bind(this.quoteProvider)
@@ -223,6 +235,7 @@ export class AlphaRouter implements IRouter<AlphaRouterConfig> {
       MetricLoggerUnit.Count
     );
 
+    // Given all the quotes for all the amounts for all the routes, find the best combination.
     const beforeBestSwap = Date.now();
     const swapRouteRaw = getBestSwapRoute(
       amount,
@@ -250,6 +263,7 @@ export class AlphaRouter implements IRouter<AlphaRouterConfig> {
       estimatedGasUsedUSD,
     } = swapRouteRaw;
 
+    // Build Trade object that represents the optimal swap.
     const trade = this.buildTrade<TTradeType>(
       currencyIn,
       currencyOut,
@@ -259,6 +273,8 @@ export class AlphaRouter implements IRouter<AlphaRouterConfig> {
 
     let methodParameters: MethodParameters | undefined;
 
+    // If user provided recipient, deadline etc. we also generate the calldata required to execute
+    // the swap and return it too.
     if (swapConfig) {
       methodParameters = this.buildMethodParameters(trade, swapConfig);
     }