feat: implement best swap route with v4 routes (#680)

- **What kind of change does this PR introduce?** (Bug fix, feature, docs update, ...) feature - **What is the current behavior?** (You can also link to an open issue here) best swap route does not account for v4 routes - **What is the new behavior (if this is a feature change)?** best swap route is now implemented to account for v4 routes. - **Other information**: I added v4 routing integ-test against alpha router, in [alpha-router.integration.test.ts](https://github.com/Uniswap/smart-order-router/pull/680/files#diff-b1a09e5a7156f19225eba6ca4e2e78d0942580ff1118bab472bf0ea3b1294904). I can see the alpha router can quote 1 OP -> 997404.407521 USDC against pool id 0xa40318dea5fabf21971f683f641b54d6d7d86f5b083cd6f0af9332c5c7a9ec06. Tenderly simulation does not work yet, because universal router doesn't support v4 swap commands yet.
Uniswap · Aug 29, 2024 · fc5f8a1 · fc5f8a1
1 parent a38fded
commit fc5f8a1
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Showing 15 changed files with 405 additions and 122 deletions.
diff --git a/src/providers/subgraph-provider.ts b/src/providers/subgraph-provider.ts
@@ -85,28 +85,7 @@ export abstract class SubgraphProvider<
       : undefined;
 
     const query = gql`
-      query getPools($pageSize: Int!, $id: String) {
-        pools(
-          first: $pageSize
-          ${blockNumber ? `block: { number: ${blockNumber} }` : ``}
-          where: { id_gt: $id }
-        ) {
-          id
-          token0 {
-            symbol
-            id
-          }
-          token1 {
-            symbol
-            id
-          }
-          feeTier
-          liquidity
-          totalValueLockedUSD
-          totalValueLockedETH
-          totalValueLockedUSDUntracked
-        }
-      }
+      ${this.subgraphQuery(blockNumber)}
     `;
 
     let pools: TRawSubgraphPool[] = [];
@@ -244,21 +223,7 @@ export abstract class SubgraphProvider<
           parseFloat(pool.totalValueLockedETH) > this.trackedEthThreshold
       )
       .map((pool) => {
-        const { totalValueLockedETH, totalValueLockedUSD } = pool;
-
-        return {
-          id: pool.id.toLowerCase(),
-          feeTier: pool.feeTier,
-          token0: {
-            id: pool.token0.id.toLowerCase(),
-          },
-          token1: {
-            id: pool.token1.id.toLowerCase(),
-          },
-          liquidity: pool.liquidity,
-          tvlETH: parseFloat(totalValueLockedETH),
-          tvlUSD: parseFloat(totalValueLockedUSD),
-        } as TSubgraphPool;
+        return this.mapSubgraphPool(pool);
       });
 
     metric.putMetric(
@@ -288,4 +253,10 @@ export abstract class SubgraphProvider<
 
     return poolsSanitized;
   }
+
+  protected abstract subgraphQuery(blockNumber?: number): string;
+
+  protected abstract mapSubgraphPool(
+    rawSubgraphPool: TRawSubgraphPool
+  ): TSubgraphPool;
 }
diff --git a/src/providers/token-provider.ts b/src/providers/token-provider.ts
@@ -977,3 +977,19 @@ export const USDC_ON = (chainId: ChainId): Token => {
 export const WNATIVE_ON = (chainId: ChainId): Token => {
   return WRAPPED_NATIVE_CURRENCY[chainId];
 };
+
+export const V4_SEPOLIA_TEST_OP = new Token(
+  ChainId.SEPOLIA,
+  '0xc268035619873d85461525f5fdb792dd95982161',
+  18,
+  'OP',
+  'Optimism'
+);
+
+export const V4_SEPOLIA_TEST_USDC = new Token(
+  ChainId.SEPOLIA,
+  '0xbe2a7f5acecdc293bf34445a0021f229dd2edd49',
+  6,
+  'USDC',
+  'USD'
+);
diff --git a/src/providers/v3/subgraph-provider.ts b/src/providers/v3/subgraph-provider.ts
@@ -100,4 +100,49 @@ export class V3SubgraphProvider
       subgraphUrlOverride ?? SUBGRAPH_URL_BY_CHAIN[chainId]
     );
   }
+
+  protected override subgraphQuery(blockNumber?: number): string {
+    return `
+    query getPools($pageSize: Int!, $id: String) {
+      pools(
+        first: $pageSize
+        ${blockNumber ? `block: { number: ${blockNumber} }` : ``}
+          where: { id_gt: $id }
+        ) {
+          id
+          token0 {
+            symbol
+            id
+          }
+          token1 {
+            symbol
+            id
+          }
+          feeTier
+          liquidity
+          totalValueLockedUSD
+          totalValueLockedETH
+          totalValueLockedUSDUntracked
+        }
+      }
+   `;
+  }
+
+  protected override mapSubgraphPool(
+    rawPool: V3RawSubgraphPool
+  ): V3SubgraphPool {
+    return {
+      id: rawPool.id,
+      feeTier: rawPool.feeTier,
+      liquidity: rawPool.liquidity,
+      token0: {
+        id: rawPool.token0.id,
+      },
+      token1: {
+        id: rawPool.token1.id,
+      },
+      tvlETH: parseFloat(rawPool.totalValueLockedETH),
+      tvlUSD: parseFloat(rawPool.totalValueLockedUSD),
+    };
+  }
 }
diff --git a/src/providers/v4/subgraph-provider.ts b/src/providers/v4/subgraph-provider.ts
@@ -81,4 +81,53 @@ export class V4SubgraphProvider
       subgraphUrlOverride ?? SUBGRAPH_URL_BY_CHAIN[chainId]
     );
   }
+
+  protected override subgraphQuery(blockNumber?: number): string {
+    return `
+    query getPools($pageSize: Int!, $id: String) {
+      pools(
+        first: $pageSize
+        ${blockNumber ? `block: { number: ${blockNumber} }` : ``}
+          where: { id_gt: $id }
+        ) {
+          id
+          token0 {
+            symbol
+            id
+          }
+          token1 {
+            symbol
+            id
+          }
+          feeTier
+          tickSpacing
+          hooks
+          liquidity
+          totalValueLockedUSD
+          totalValueLockedETH
+          totalValueLockedUSDUntracked
+        }
+      }
+   `;
+  }
+
+  protected override mapSubgraphPool(
+    rawPool: V4RawSubgraphPool
+  ): V4SubgraphPool {
+    return {
+      id: rawPool.id,
+      feeTier: rawPool.feeTier,
+      tickSpacing: rawPool.tickSpacing,
+      hooks: rawPool.hooks,
+      liquidity: rawPool.liquidity,
+      token0: {
+        id: rawPool.token0.id,
+      },
+      token1: {
+        id: rawPool.token1.id,
+      },
+      tvlETH: parseFloat(rawPool.totalValueLockedETH),
+      tvlUSD: parseFloat(rawPool.totalValueLockedUSD),
+    };
+  }
 }
diff --git a/src/routers/alpha-router/alpha-router.ts b/src/routers/alpha-router/alpha-router.ts
@@ -86,7 +86,11 @@ import {
 } 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, WRAPPED_NATIVE_CURRENCY } from '../../util';
+import {
+  SWAP_ROUTER_02_ADDRESSES,
+  V4_SUPPORTED,
+  WRAPPED_NATIVE_CURRENCY
+} from '../../util';
 import { CurrencyAmount } from '../../util/amounts';
 import {
   ID_TO_CHAIN_ID,
@@ -147,7 +151,8 @@ import {
   MixedRouteWithValidQuote,
   RouteWithValidQuote,
   V2RouteWithValidQuote,
-  V3RouteWithValidQuote, V4RouteWithValidQuote
+  V3RouteWithValidQuote,
+  V4RouteWithValidQuote,
 } from './entities/route-with-valid-quote';
 import { BestSwapRoute, getBestSwapRoute } from './functions/best-swap-route';
 import { calculateRatioAmountIn } from './functions/calculate-ratio-amount-in';
@@ -162,6 +167,7 @@ import {
   V3CandidatePools,
   V4CandidatePools,
 } from './functions/get-candidate-pools';
+import { NATIVE_OVERHEAD } from './gas-models/gas-costs';
 import {
   GasModelProviderConfig,
   GasModelType,
@@ -172,7 +178,6 @@ import {
 } 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 { NATIVE_OVERHEAD } from './gas-models/gas-costs';
 import { V3HeuristicGasModelFactory } from './gas-models/v3/v3-heuristic-gas-model';
 import { V4HeuristicGasModelFactory } from './gas-models/v4/v4-heuristic-gas-model';
 import { GetQuotesResult, MixedQuoter, V2Quoter, V3Quoter } from './quoters';
@@ -302,6 +307,11 @@ export type AlphaRouterParams = {
    * All the supported v2 chains configuration
    */
   v2Supported?: ChainId[];
+
+  /**
+   * All the supported v4 chains configuration
+   */
+  v4Supported?: ChainId[];
 };
 
 export class MapWithLowerCaseKey<V> extends Map<string, V> {
@@ -508,6 +518,7 @@ export class AlphaRouter
   protected tokenPropertiesProvider: ITokenPropertiesProvider;
   protected portionProvider: IPortionProvider;
   protected v2Supported?: ChainId[];
+  protected v4Supported?: ChainId[];
 
   constructor({
     chainId,
@@ -536,6 +547,7 @@ export class AlphaRouter
     tokenPropertiesProvider,
     portionProvider,
     v2Supported,
+    v4Supported,
   }: AlphaRouterParams) {
     this.chainId = chainId;
     this.provider = provider;
@@ -961,6 +973,7 @@ export class AlphaRouter
     );
 
     this.v2Supported = v2Supported ?? V2_SUPPORTED;
+    this.v4Supported = v4Supported ?? V4_SUPPORTED;
   }
 
   public async routeToRatio(
@@ -1438,6 +1451,7 @@ export class AlphaRouter
         tradeType,
         routingConfig,
         v3GasModel,
+        v4GasModel,
         mixedRouteGasModel,
         gasPriceWei,
         v2GasModel,
@@ -1978,6 +1992,7 @@ export class AlphaRouter
       this.portionProvider,
       v2GasModel,
       v3GasModel,
+      v4GasModel,
       swapConfig,
       providerConfig
     );
@@ -1992,6 +2007,7 @@ export class AlphaRouter
     tradeType: TradeType,
     routingConfig: AlphaRouterConfig,
     v3GasModel: IGasModel<V3RouteWithValidQuote>,
+    v4GasModel: IGasModel<V4RouteWithValidQuote>,
     mixedRouteGasModel: IGasModel<MixedRouteWithValidQuote>,
     gasPriceWei: BigNumber,
     v2GasModel?: IGasModel<V2RouteWithValidQuote>,
@@ -2027,6 +2043,7 @@ export class AlphaRouter
     const v3ProtocolSpecified = protocols.includes(Protocol.V3);
     const v2ProtocolSpecified = protocols.includes(Protocol.V2);
     const v2SupportedInChain = this.v2Supported?.includes(this.chainId);
+    const v4SupportedInChain = this.v4Supported?.includes(this.chainId);
     const shouldQueryMixedProtocol =
       protocols.includes(Protocol.MIXED) ||
       (noProtocolsSpecified && v2SupportedInChain);
@@ -2040,7 +2057,7 @@ export class AlphaRouter
       Promise.resolve(undefined);
 
     // we are explicitly requiring people to specify v4 for now
-    if (v4ProtocolSpecified) {
+    if (v4ProtocolSpecified && v4SupportedInChain) {
       // if (v4ProtocolSpecified || noProtocolsSpecified) {
       v4CandidatePoolsPromise = getV4CandidatePools({
         tokenIn,
@@ -2123,7 +2140,7 @@ export class AlphaRouter
     const quotePromises: Promise<GetQuotesResult>[] = [];
 
     // for v4, for now we explicitly require people to specify
-    if (v4ProtocolSpecified) {
+    if (v4SupportedInChain && v4ProtocolSpecified) {
       log.info({ protocols, tradeType }, 'Routing across V4');
 
       metric.putMetric(
@@ -2325,6 +2342,7 @@ export class AlphaRouter
       this.portionProvider,
       v2GasModel,
       v3GasModel,
+      v4GasModel,
       swapConfig,
       providerConfig
     );
@@ -2498,12 +2516,13 @@ export class AlphaRouter
         providerConfig: providerConfig,
       });
 
-    const [v2GasModel, v3GasModel, V4GasModel, mixedRouteGasModel] = await Promise.all([
-      v2GasModelPromise,
-      v3GasModelPromise,
-      v4GasModelPromise,
-      mixedRouteGasModelPromise,
-    ]);
+    const [v2GasModel, v3GasModel, V4GasModel, mixedRouteGasModel] =
+      await Promise.all([
+        v2GasModelPromise,
+        v3GasModelPromise,
+        v4GasModelPromise,
+        mixedRouteGasModelPromise,
+      ]);
 
     metric.putMetric(
       'GasModelCreation',