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commit 807b37b Author: Eric Zhong <[email protected]> Date: Tue Aug 2 21:51:31 2022 -0700 Add test for mixedRoute priceImpact commit a4b22f3 Merge: 12ba497 3f996ce Author: Eric Zhong <[email protected]> Date: Tue Aug 2 21:10:01 2022 -0700 Merge branch 'main' into eric/support-mixed-route-paths commit 12ba497 Author: Eric Zhong <[email protected]> Date: Tue Aug 2 21:06:21 2022 -0700 Export utils.index commit 4e3f85a Author: Eric Zhong <[email protected]> Date: Sat Jul 30 19:15:53 2022 -0700 Revisions commit bca28a9 Author: Eric Zhong <[email protected]> Date: Mon Jul 25 17:42:26 2022 -0400 Revisions: clean up dividingMixedRoutes util, unused vars in swapRouter + comments commit c78d766 Author: Eric Zhong <[email protected]> Date: Thu Jul 21 18:31:18 2022 -0400 Untrack tarball commit 06e9d75 Author: Eric Zhong <[email protected]> Date: Thu Jul 21 18:29:13 2022 -0400 Unskip test commit ac9f51f Author: Eric Zhong <[email protected]> Date: Thu Jul 21 18:29:04 2022 -0400 Revert yarn.lock to main commit 68387db Author: Eric Zhong <[email protected]> Date: Thu Jul 21 14:07:41 2022 -0400 Resolve TODOS commit bf3f285 Author: Eric Zhong <[email protected]> Date: Thu Jul 21 14:05:21 2022 -0400 Separate some helpers into utils/index.ts commit 32d6a4c Author: Eric Zhong <[email protected]> Date: Thu Jul 21 13:32:07 2022 -0400 Add notice comment commit 718b218 Author: Eric Zhong <[email protected]> Date: Thu Jul 21 13:30:16 2022 -0400 Remove exactIn from mixedRoute/trade commit b696e9e Author: Eric Zhong <[email protected]> Date: Thu Jul 21 12:39:12 2022 -0400 Add tests for tradeType validation commit 17c964d Author: Eric Zhong <[email protected]> Date: Thu Jul 21 12:27:01 2022 -0400 Add mixedRoute to all tests in swapRouter.ts commit d609beb Author: Eric Zhong <[email protected]> Date: Thu Jul 21 12:05:15 2022 -0400 Update invariant messages for tradeType validation for mixedRoutes commit 7cfd339 Author: Eric Zhong <[email protected]> Date: Thu Jul 21 12:04:05 2022 -0400 Fix bug where routerMustCustody was not true for unwrap weth commit 3a64dc9 Author: Eric Zhong <[email protected]> Date: Thu Jul 21 11:10:16 2022 -0400 Add mixedRoute tests for worstExecutionPrices commit b5de080 Author: Eric Zhong <[email protected]> Date: Wed Jul 20 18:19:26 2022 -0400 Add rest of tests involving mixedRoutes in generic trade test commit 27717dc Author: Eric Zhong <[email protected]> Date: Wed Jul 20 17:56:24 2022 -0400 Add a bunch of tests for Trades with MixedRouteSDK commit 967a96b Author: Eric Zhong <[email protected]> Date: Wed Jul 20 16:58:43 2022 -0400 remove comment commit 87b1e7a Author: Eric Zhong <[email protected]> Date: Wed Jul 20 15:47:24 2022 -0400 Revert changes to entities/route to implement IRoute commit e2ba061 Author: Eric Zhong <[email protected]> Date: Wed Jul 20 15:06:46 2022 -0400 MixedRouteSDK implements IRoute commit 05f38d3 Author: Eric Zhong <[email protected]> Date: Wed Jul 20 14:50:11 2022 -0400 fix bug in encodeSwaps that would reassign types commit 014a2a3 Author: Eric Zhong <[email protected]> Date: Wed Jul 20 14:13:54 2022 -0400 Fix single hop in encoding mixedroutes commit 66346b0 Author: Eric Zhong <[email protected]> Date: Wed Jul 20 13:40:59 2022 -0400 Fix section MixedRoute construction again commit 5aed2f7 Author: Eric Zhong <[email protected]> Date: Fri Jul 15 16:20:18 2022 -0400 Figure out mid price calculations commit ac39c9d Author: Eric Zhong <[email protected]> Date: Fri Jul 15 11:40:39 2022 -0400 Add some more complex mixedRoute tests commit fa59131 Author: Eric Zhong <[email protected]> Date: Fri Jul 15 11:27:09 2022 -0400 Add more tests to add more coverage for mixedRoute creation commit f70d9da Author: Eric Zhong <[email protected]> Date: Fri Jul 15 11:14:00 2022 -0400 Fix bug in building mixedRoutes from sections commit 29dee12 Author: Eric Zhong <[email protected]> Date: Thu Jul 14 12:09:06 2022 -0400 Import BestTradeOptions from v3-sdk commit dcda2c9 Author: Eric Zhong <[email protected]> Date: Thu Jul 14 11:55:29 2022 -0400 Fix call to encodeMixedRoutetoPath commit e10cb4f Author: Eric Zhong <[email protected]> Date: Thu Jul 14 11:52:47 2022 -0400 Revisions: change mixedRouteWrapper to remove tokenPath and remove param for encodeMixedRouteToPath commit 02e24e8 Author: Eric Zhong <[email protected]> Date: Mon Jul 11 12:47:53 2022 -0400 Self revisions, change naming, doc comments, etc. commit c096c4e Author: Eric Zhong <[email protected]> Date: Thu Jun 30 17:15:57 2022 -0400 Support single hop in MixedRoute and verify that calldata encoding is correct commit cfc6fef Author: Eric Zhong <[email protected]> Date: Thu Jun 30 16:29:26 2022 -0400 Add all tests for MixedRouteTrade commit 98513b6 Author: Eric Zhong <[email protected]> Date: Thu Jun 30 15:34:59 2022 -0400 Add tests for MixedRouteTrade commit 1b96502 Author: Eric Zhong <[email protected]> Date: Thu Jun 30 15:34:49 2022 -0400 add missed pair-specific logic in bestTradeExactIn commit 0ba5795 Author: Eric Zhong <[email protected]> Date: Thu Jun 30 14:56:29 2022 -0400 Update swap router commit 1b19d84 Author: Eric Zhong <[email protected]> Date: Thu Jun 30 14:56:15 2022 -0400 simplify mixedRoute/trade.ts commit dd025a8 Author: Eric Zhong <[email protected]> Date: Thu Jun 30 11:49:19 2022 -0400 fix input output issue with new sections commit f89b9af Author: Eric Zhong <[email protected]> Date: Wed Jun 29 18:45:45 2022 -0400 section batching is broken rn need to fix mixedRouteSDK creation commit 502676f Author: Eric Zhong <[email protected]> Date: Wed Jun 29 18:04:51 2022 -0400 Add batching and fix typo in encodeMixedRouteToPath to pass basic test commit 7430838 Author: Eric Zhong <[email protected]> Date: Wed Jun 29 17:34:57 2022 -0400 add consecutive chunking logic for encoding mixedRoute commit ca4af84 Author: Eric Zhong <[email protected]> Date: Wed Jun 29 17:16:12 2022 -0400 fix amountOut condition for mixedRoute commit d0317ce Author: Eric Zhong <[email protected]> Date: Wed Jun 29 17:09:38 2022 -0400 clean up commit 59632f9 Author: Eric Zhong <[email protected]> Date: Wed Jun 29 17:06:25 2022 -0400 cleaning up encodeMixedRoutePaths commit 53bfdc0 Author: Eric Zhong <[email protected]> Date: Wed Jun 29 16:50:28 2022 -0400 call data successfull! commit c498b4e Author: Eric Zhong <[email protected]> Date: Wed Jun 29 16:22:14 2022 -0400 add basic semi broken calldata generation for mixedroute trades commit 5993697 Author: Eric Zhong <[email protected]> Date: Tue Jun 28 14:06:06 2022 -0400 change var assignment in fromRoute commit 54804f8 Author: Eric Zhong <[email protected]> Date: Tue Jun 28 13:55:09 2022 -0400 some changes while debugging commit 3914891 Author: Eric Zhong <[email protected]> Date: Mon Jun 27 17:27:31 2022 -0400 clean up swapRouter.ts to add encodeSwap func for mixedRoute commit 272bcaf Author: Eric Zhong <[email protected]> Date: Mon Jun 27 16:03:16 2022 -0400 fix broken tests commit b73ab12 Author: Eric Zhong <[email protected]> Date: Mon Jun 27 16:01:33 2022 -0400 rescued! commit 12b9679 Author: Eric Zhong <[email protected]> Date: Mon Jun 27 14:40:22 2022 -0400 un add tarball commit 3185287 Author: Eric Zhong <[email protected]> Date: Mon Jun 27 14:39:19 2022 -0400 bump v3-sdk to 3.8.3 commit a97018c Author: Eric Zhong <[email protected]> Date: Wed Jun 22 16:38:25 2022 -0400 pin v3-sdk at 3.8.2 commit 86bb048 Author: Eric Zhong <[email protected]> Date: Wed Jun 22 14:27:10 2022 -0400 Add implementaiton for generic MixedRouteSDK class, and refactor commit a19ceaf Author: Eric Zhong <[email protected]> Date: Wed Jun 22 12:32:57 2022 -0400 remove comment commit 7528a67 Author: Eric Zhong <[email protected]> Date: Wed Jun 22 12:25:51 2022 -0400 remove .onlys commit 6bc0c11 Author: Eric Zhong <[email protected]> Date: Wed Jun 22 12:22:10 2022 -0400 Add final encodePath tests for mixed route commit f81420b Author: Eric Zhong <[email protected]> Date: Wed Jun 22 12:16:53 2022 -0400 add encodeMixedRoutetoPath tests commit c64946d Author: Eric Zhong <[email protected]> Date: Fri Jun 17 15:41:05 2022 -0400 Add another tokenPath test commit ad06d4b Author: Eric Zhong <[email protected]> Date: Fri Jun 17 15:35:47 2022 -0400 Clean up some comments commit 02f2f21 Author: Eric Zhong <[email protected]> Date: Fri Jun 17 15:30:51 2022 -0400 Clean up tests commit 1729c4b Author: Eric Zhong <[email protected]> Date: Fri Jun 17 15:26:41 2022 -0400 Add basic test for MixedRoute midPrice, math TBD commit 1a56f48 Author: Eric Zhong <[email protected]> Date: Fri Jun 17 15:17:24 2022 -0400 refactor tests commit 42d5006 Author: Eric Zhong <[email protected]> Date: Fri Jun 17 15:08:53 2022 -0400 Add basic tests for V2 route mid prices commit f7da4fc Author: Eric Zhong <[email protected]> Date: Fri Jun 17 14:46:47 2022 -0400 Add tests to ensure backwards compatability with v3 midprice commit a764781 Author: Eric Zhong <[email protected]> Date: Fri Jun 17 14:42:47 2022 -0400 Initial idea for midPrice support in mixedRoute commit 8e7f66c Author: Eric Zhong <[email protected]> Date: Thu Jun 16 18:11:14 2022 -0400 Add comment commit a957d6f Author: Eric Zhong <[email protected]> Date: Thu Jun 16 18:08:59 2022 -0400 Add basic tests for MixedRoute tokenPath creation commit 3706854 Author: Eric Zhong <[email protected]> Date: Thu Jun 16 17:51:29 2022 -0400 Add mixedRoute class and create encodeMixedRouteToPath
Uniswap · Aug 4, 2022 · 8c9ff06 · 8c9ff06
1 parent 3f996ce
commit 8c9ff06
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diff --git a/src/constants.ts b/src/constants.ts
@@ -5,3 +5,6 @@ export const ADDRESS_THIS = '0x0000000000000000000000000000000000000002'
 
 export const ZERO = JSBI.BigInt(0)
 export const ONE = JSBI.BigInt(1)
+
+// = 1 << 23 or 100000000000000000000000
+export const V2_FEE_PATH_PLACEHOLDER = 8388608
diff --git a/src/entities/mixedRoute/route.test.ts b/src/entities/mixedRoute/route.test.ts
diff --git a/src/entities/mixedRoute/route.ts b/src/entities/mixedRoute/route.ts
@@ -0,0 +1,92 @@
+import invariant from 'tiny-invariant'
+
+import { Currency, Price, Token } from '@uniswap/sdk-core'
+import { Pool } from '@uniswap/v3-sdk'
+import { Pair } from '@uniswap/v2-sdk'
+
+type TPool = Pair | Pool
+
+/**
+ * Represents a list of pools or pairs through which a swap can occur
+ * @template TInput The input token
+ * @template TOutput The output token
+ */
+export class MixedRouteSDK<TInput extends Currency, TOutput extends Currency> {
+  public readonly pools: TPool[]
+  public readonly path: Token[]
+  public readonly input: TInput
+  public readonly output: TOutput
+
+  private _midPrice: Price<TInput, TOutput> | null = null
+
+  /**
+   * Creates an instance of route.
+   * @param pools An array of `TPool` objects (pools or pairs), ordered by the route the swap will take
+   * @param input The input token
+   * @param output The output token
+   */
+  public constructor(pools: TPool[], input: TInput, output: TOutput) {
+    invariant(pools.length > 0, 'POOLS')
+
+    const chainId = pools[0].chainId
+    const allOnSameChain = pools.every((pool) => pool.chainId === chainId)
+    invariant(allOnSameChain, 'CHAIN_IDS')
+
+    const wrappedInput = input.wrapped
+    invariant(pools[0].involvesToken(wrappedInput), 'INPUT')
+
+    invariant(pools[pools.length - 1].involvesToken(output.wrapped), 'OUTPUT')
+
+    /**
+     * Normalizes token0-token1 order and selects the next token/fee step to add to the path
+     * */
+    const tokenPath: Token[] = [wrappedInput]
+    for (const [i, pool] of pools.entries()) {
+      const currentInputToken = tokenPath[i]
+      invariant(currentInputToken.equals(pool.token0) || currentInputToken.equals(pool.token1), 'PATH')
+      const nextToken = currentInputToken.equals(pool.token0) ? pool.token1 : pool.token0
+      tokenPath.push(nextToken)
+    }
+
+    this.pools = pools
+    this.path = tokenPath
+    this.input = input
+    this.output = output ?? tokenPath[tokenPath.length - 1]
+  }
+
+  public get chainId(): number {
+    return this.pools[0].chainId
+  }
+
+  /**
+   * Returns the mid price of the route
+   */
+  public get midPrice(): Price<TInput, TOutput> {
+    if (this._midPrice !== null) return this._midPrice
+
+    const price = this.pools.slice(1).reduce(
+      ({ nextInput, price }, pool) => {
+        return nextInput.equals(pool.token0)
+          ? {
+              nextInput: pool.token1,
+              price: price.multiply(pool.token0Price),
+            }
+          : {
+              nextInput: pool.token0,
+              price: price.multiply(pool.token1Price),
+            }
+      },
+      this.pools[0].token0.equals(this.input.wrapped)
+        ? {
+            nextInput: this.pools[0].token1,
+            price: this.pools[0].token0Price,
+          }
+        : {
+            nextInput: this.pools[0].token0,
+            price: this.pools[0].token1Price,
+          }
+    ).price
+
+    return (this._midPrice = new Price(this.input, this.output, price.denominator, price.numerator))
+  }
+}